Baron First Principles ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.90%
increased by 0.01%
1 Week
18.92%
increased by 0.03%
1 Month
18.96%
increased by 0.07%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 8.82 | |
| 0.0000 | 0.00 | |
| 0.9667 | 72.09 | |
| 0.1706 | 0.00 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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