SGI Enhanced Nasdaq-100 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.38% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 1.14 | |
| 0.1067 | 12.22 | |
| 0.8275 | 65.43 | |
| 1.0712 | 23.47 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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