Q3 All-Season Active Rotation ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.52% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 3.28 | |
| 0.3274 | 6.71 | |
| 0.8753 | 33.58 | |
| -0.0347 | -1.02 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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