Parametric Hedged Equity ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.61% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 5.93 | |
| 0.1413 | 11.09 | |
| 0.8271 | 60.77 |
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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