Parametric Equity Plus ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.99% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 0.20 | |
| -0.0455 | -2.71 | |
| 0.9440 | 50.95 | |
| -0.2736 | -14.00 |
Estimation Period:
Nov 8, 2024 to Feb 13, 2026
Nov 8, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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