Hoya Capital High Dividend Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.56% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 0.50 | |
| 0.0557 | 9.47 | |
| 0.9879 | 319.61 | |
| -0.0675 | -12.09 |
Estimation Period:
Sep 22, 2021 to Feb 13, 2026
Sep 22, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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