AAM Low Duration Preferred and Income Securities ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.92% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -3.46 | |
| 0.1532 | 22.20 | |
| 0.8441 | 153.39 | |
| 0.1987 | 18.42 |
Estimation Period:
Nov 20, 2019 to Feb 6, 2026
Nov 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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