Rockefeller US Sml-Md CP ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 0.07 | |
| -0.0176 | -1.57 | |
| 0.9759 | 29.73 | |
| -0.1555 | -9.88 |
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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