FT VT US SM CP MO B ETF NOV GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 6.38 | |
| 0.1139 | 12.18 | |
| 0.8448 | 73.54 |
Estimation Period:
Nov 20, 2023 to Feb 13, 2026
Nov 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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