Principal Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.33% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0260 | -5.50 | |
| 0.0623 | 23.98 | |
| 0.9186 | 276.19 | |
| 0.9447 | 16.86 |
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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