Q3 All-Season Active Rotation ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.02% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 5.59 | |
| 0.2214 | 6.33 | |
| 0.7235 | 19.94 | |
| 0.0144 | 0.19 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Q3 All-Season Active Rotation ETF Analyses
Other AGARCH Analyses on ETFs