FT VT US SM CP MO B ETF NOV EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.36% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0397 | -2.75 | |
| 0.1527 | 12.57 | |
| 0.9386 | 100.17 | |
| -0.1728 | -12.79 |
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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