Miller Value Partners AP ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.06% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 6.80 | |
| 0.2432 | 12.92 | |
| 0.9291 | 92.37 | |
| -0.0435 | -2.51 |
Estimation Period:
Jan 31, 2024 to Feb 6, 2026
Jan 31, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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