Nexus Select Trust AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.99% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9526 | 19.70 | |
| 0.1103 | 8.72 | |
| 0.0000 | 0.00 | |
| 0.9233 | 7.31 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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