FT VST Nasdaq CNS BR Etf-Jan AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.44% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0272 | -7.19 | |
| 0.1326 | 11.12 | |
| 0.8251 | 62.09 | |
| 0.5819 | 14.72 |
Estimation Period:
Jan 21, 2025 to Feb 6, 2026
Jan 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FT VST Nasdaq CNS BR Etf-Jan Analyses
Other AGARCH Analyses on ETFs