Rockefeller US Sml-Md CP ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.61% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 0.22 | |
| 0.0727 | 6.90 | |
| 0.8744 | 74.32 | |
| 1.0537 | 8.77 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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