American Beaco GLG NA RE ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.15% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4119 | 10.87 | |
| 0.1545 | 9.01 | |
| 0.6757 | 26.89 |
Estimation Period:
Feb 6, 2024 to Feb 6, 2026
Feb 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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