F/M Ultrasht Trea Infln-Prtd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:1.13% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0804 | -3.07 | |
| 0.1978 | 7.47 | |
| 0.9874 | 207.22 | |
| 0.0029 | 0.13 |
Estimation Period:
Feb 25, 2025 to Feb 13, 2026
Feb 25, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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