Roundhill Glp-1 & Weight LOS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.84% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1853 | 6.12 | |
| 0.1606 | 7.72 | |
| 0.8147 | 39.25 | |
| -0.1458 | -8.04 |
Estimation Period:
May 21, 2024 to Feb 6, 2026
May 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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