MRP Synthequity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.94% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 0.03 | |
| -0.1689 | -1.33 | |
| 0.9623 | 3.81 | |
| -0.1820 | -0.46 |
Estimation Period:
Mar 11, 2025 to Feb 6, 2026
Mar 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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