Oakmark U.S. Large CAP ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.60% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 0.35 | |
| 0.1953 | 7.08 | |
| 0.7911 | 27.02 | |
| -0.2933 | -9.95 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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