SEI DBI Multi-Strategy A ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.65% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 5.55 | |
| 0.3527 | 5.52 | |
| 0.6714 | 27.18 | |
| -0.0854 | -1.97 |
Estimation Period:
Aug 25, 2025 to Feb 6, 2026
Aug 25, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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