North Square Tax-Adv Prfrred AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.29% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 1.92 | |
| 0.1448 | 5.57 | |
| 0.6944 | 21.92 | |
| 0.2644 | 8.59 |
Estimation Period:
Dec 19, 2024 to Feb 6, 2026
Dec 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other North Square Tax-Adv Prfrred Analyses
Other AGARCH Analyses on ETFs