Sequoia Global Value ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.03%
increased by 0.02%
1 Week
12.25%
increased by 0.24%
1 Month
12.53%
increased by 0.52%
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 | |
|---|---|---|
| 0.1332 | 7.61 | |
| 0.1201 | 5.07 | |
| 0.6707 | 16.80 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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