Relative Sentiment Tactical Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.81% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 4.16 | |
| 0.0920 | 9.93 | |
| 0.9066 | 149.75 | |
| 0.0589 | 0.82 |
Estimation Period:
May 19, 2022 to Feb 6, 2026
May 19, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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