Astoria US Equal Weight Quality Kings ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.87% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 4.60 | |
| 0.0857 | 8.25 | |
| 0.8652 | 55.92 | |
| 0.4599 | 15.09 |
Estimation Period:
Aug 1, 2023 to Feb 6, 2026
Aug 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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