Parametric Equity Plus ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.52% (+9.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2243 | -16.75 | |
| 0.2067 | 22.88 | |
| 0.7168 | 127.03 | |
| 1.4069 | 57.73 |
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Nov 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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