Amplify Samsung Sofr ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.15% (+8.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -17.92 | |
| 0.1161 | 48.29 | |
| 0.9015 | 633.51 | |
| -0.2175 | -29.15 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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