Principal US Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.66% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0142 | -2.35 | |
| 0.0836 | 20.75 | |
| 0.8930 | 191.19 | |
| 0.8961 | 17.10 |
Estimation Period:
Sep 22, 2016 to Feb 13, 2026
Sep 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Principal US Small-Cap ETF Analyses
Other AGARCH Analyses on ETFs