Amplify Samsung Sofr ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.63% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 13.69 | |
| 0.1615 | 40.05 | |
| 0.9877 | 2,161.28 | |
| -0.0572 | -16.92 |
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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