Peakshares Sctr Rotation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.87% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0531 | -4.01 | |
| 0.2650 | 7.89 | |
| 0.9167 | 99.54 | |
| -0.2406 | -11.11 |
Estimation Period:
Apr 30, 2024 to Feb 13, 2026
Apr 30, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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