Indexperts Quali EAR FOC ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.42% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0064 | -0.66 | |
| 0.1320 | 7.12 | |
| 0.9683 | 135.42 | |
| -0.1549 | -7.16 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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