Principal Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.48% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 7.49 | |
| 0.0573 | 12.90 | |
| 0.9175 | 150.73 |
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Mar 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal Value ETF Analyses
Other GARCH Analyses on ETFs