FT VT US SM CP MO B ETF NOV AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.21% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0147 | -3.77 | |
| 0.0834 | 12.41 | |
| 0.8710 | 98.84 | |
| 0.7025 | 15.47 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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