Rolinco GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.19% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 21.07 | |
| 0.0838 | 40.51 | |
| 0.8971 | 368.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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