Sequoia Global Value ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.75%
decreased by 0.82%
1 Week
11.19%
decreased by 0.38%
1 Month
12.11%
increased by 0.54%
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 | |
|---|---|---|
| -0.0482 | -2.16 | |
| 0.0897 | 3.88 | |
| 0.8816 | 54.11 | |
| -0.1978 | -8.89 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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