Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.45% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 7.27 | |
| 0.1443 | 10.22 | |
| 0.7310 | 58.03 | |
| 0.3037 | 6.01 |
Estimation Period:
Nov 4, 2019 to Feb 6, 2026
Nov 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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