Rockcreek Global Equalty ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.40% (+10.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0805 | 5.24 | |
| 0.2662 | 6.06 | |
| 0.5190 | 12.56 | |
| 0.6160 | 13.35 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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