GMO International Qualty ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.77% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0278 | -0.78 | |
| 0.1520 | 5.58 | |
| 0.8395 | 43.69 | |
| -0.2123 | -7.81 |
Estimation Period:
Oct 29, 2024 to Feb 13, 2026
Oct 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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