Parametric Hedged Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.01% (+10.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.12 | |
| 0.1310 | 7.11 | |
| 0.8384 | 50.43 | |
| 0.3004 | 4.53 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Parametric Hedged Equity ETF Analyses
Other AGARCH Analyses on ETFs