SEI DBI Multi-Strategy A ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.12% (+5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.1481 | -14.36 | |
| 0.2767 | 4.56 | |
| 0.2586 | 3.05 | |
| -0.6367 | -7.94 |
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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