FT VST Nasdaq CNS BR Etf-Jan EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.26% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0216 | -5.57 | |
| -0.1241 | -5.65 | |
| 0.9772 | 1,553.62 | |
| -0.2206 | -8.16 |
Estimation Period:
Jan 21, 2025 to Feb 6, 2026
Jan 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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