Mohr Sector Nav ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.66% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0603 | -5.58 | |
| 0.2509 | 12.42 | |
| 0.8463 | 48.38 | |
| -0.1683 | -7.65 |
Estimation Period:
Jan 16, 2023 to Feb 6, 2026
Jan 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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