SGI Enhanced Nasdaq-100 ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:19.44% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 6.25 | |
| 0.1075 | 8.02 | |
| 0.8576 | 52.58 |
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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