NBI Sustainable CAN EQ ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.31% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0223 | -2.96 | |
| 0.0436 | 10.32 | |
| 0.8975 | 187.36 | |
| 1.1484 | 10.07 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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