Reverb ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.22% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0078 | -0.38 | |
| 0.0823 | 6.21 | |
| 0.9322 | 76.81 | |
| -0.1697 | -12.11 |
Estimation Period:
Nov 4, 2022 to Feb 20, 2026
Nov 4, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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