GMO International Qualty ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.19% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1424 | 8.56 | |
| 0.1535 | 6.93 | |
| 0.6001 | 23.99 | |
| 0.7248 | 13.21 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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