Microsectors OIL & G Etns DU EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:71.28% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 5.31 | |
| 0.1342 | 8.64 | |
| 0.9867 | 480.38 | |
| 0.0395 | 3.41 |
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Nov 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Microsectors OIL & G Etns DU Analyses
Other EGARCH Analyses on ETNs