Purpose Premium Yield Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.87% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0693 | -9.44 | |
| 0.1796 | 13.21 | |
| 0.9640 | 304.20 | |
| -0.0609 | -4.21 |
Estimation Period:
Jan 19, 2016 to Feb 6, 2026
Jan 19, 2016 to Feb 6, 2026
News Impact Curve
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