Mufg Japan Small CAP ACV ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.56% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 0.47 | |
| -0.1185 | -3.20 | |
| 0.8366 | 12.83 | |
| -0.0223 | -0.56 |
Estimation Period:
Sep 17, 2025 to Feb 6, 2026
Sep 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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