Return Stacked Bonds & Managed Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.05% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0471 | -5.51 | |
| 0.3614 | 11.70 | |
| 0.8039 | 39.81 | |
| -0.0006 | -0.02 |
Estimation Period:
Feb 8, 2023 to Feb 6, 2026
Feb 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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