Parametric Equity Premi Incm GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:10.34% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2541 | 6.69 | |
| 0.1935 | 7.28 | |
| 0.3237 | 4.16 |
Estimation Period:
Oct 19, 2023 to Feb 27, 2026
Oct 19, 2023 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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