Ballast Small/Mid Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.33% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 5.39 | |
| 0.1850 | 13.94 | |
| 0.8659 | 65.31 | |
| -0.1093 | -9.01 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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