Sequoia Global Value ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.09%
decreased by 0.57%
1 Week
11.31%
increased by 0.65%
1 Month
12.43%
increased by 1.77%
Analysis last updated: Friday, May 22, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1118 | 6.75 | |
| 0.1057 | 7.07 | |
| 0.6314 | 18.57 | |
| 0.7640 | 14.77 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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