Principal Quality ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.71% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0209 | -4.84 | |
| 0.0654 | 17.93 | |
| 0.9091 | 205.36 | |
| 0.9012 | 17.31 |
Estimation Period:
Mar 22, 2016 to Feb 13, 2026
Mar 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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