Parametric Hedged Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.28% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0353 | -4.12 | |
| 0.1868 | 6.87 | |
| 0.9653 | 245.63 | |
| -0.1531 | -6.99 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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