GMO U.S. Quality ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.05% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0088 | -1.24 | |
| 0.0966 | 12.32 | |
| 0.8045 | 61.32 | |
| 1.0029 | 31.33 |
Estimation Period:
Nov 17, 2023 to Feb 13, 2026
Nov 17, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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