Parametric Equity Plus ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.99% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1044 | 6.37 | |
| 0.1619 | 7.06 | |
| 0.7589 | 29.81 |
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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