SGI Enhanced Nasdaq-100 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.72% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 2.38 | |
| -0.1431 | -7.99 | |
| 0.9629 | 1,126.22 | |
| -0.2071 | -9.81 |
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Jun 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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