Principal Quality ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.67% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 1.60 | |
| 0.0748 | 5.71 | |
| 0.9657 | 243.55 | |
| -0.1381 | -16.37 |
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Mar 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal Quality ETF Analyses
Other EGARCH Analyses on ETFs