SMI 3Fourteen REAL Asset Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.78% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0500 | -1.77 | |
| 0.2055 | 3.68 | |
| 0.9118 | 104.09 | |
| -0.2769 | -7.02 |
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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