Amplify Samsung Sofr ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.65% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.02 | |
| 0.0746 | 44.83 | |
| 0.9254 | 635.98 |
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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