Rockcreek Global Equalty ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.22% (+6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0771 | -2.38 | |
| 0.3248 | 4.49 | |
| 0.7954 | 20.82 | |
| -0.3503 | -6.45 |
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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