Texas Capital Texas Oil Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.85% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1845 | 5.33 | |
| 0.1901 | 5.34 | |
| 0.8321 | 30.22 | |
| -0.1077 | -4.17 |
Estimation Period:
Dec 21, 2023 to Feb 6, 2026
Dec 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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