Principal Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.66% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 1.71 | |
| 0.1107 | 7.57 | |
| 0.9551 | 140.58 | |
| -0.1302 | -14.06 |
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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Other EGARCH Analyses on ETFs