Principal US Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.85% (+2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 4.35 | |
| 0.1237 | 11.21 | |
| 0.9587 | 204.24 | |
| -0.1106 | -14.56 |
Estimation Period:
Sep 22, 2016 to Feb 6, 2026
Sep 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal US Small-Cap ETF Analyses
Other EGARCH Analyses on ETFs