Return Stacked BDS & FUT YLD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.76% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 10.78 | |
| 0.1916 | 8.81 | |
| 0.6872 | 36.57 | |
| -0.0833 | -2.14 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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