Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.50% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0213 | -2.03 | |
| 0.2258 | 13.16 | |
| 0.9157 | 181.01 | |
| -0.1024 | -7.94 |
Estimation Period:
Nov 4, 2019 to Feb 6, 2026
Nov 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF Analyses
Other EGARCH Analyses on ETFs