SMI 3Fourteen REAL Asset Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.37% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 0.76 | |
| 0.2080 | 9.53 | |
| 0.7294 | 36.85 | |
| 0.5075 | 11.41 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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