AAM S&P 500 High Dividend Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.23% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 3.65 | |
| 0.2389 | 22.47 | |
| 0.9625 | 332.92 | |
| -0.1061 | -16.17 |
Estimation Period:
Nov 29, 2017 to Feb 13, 2026
Nov 29, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AAM S&P 500 High Dividend Value ETF Analyses
Other EGARCH Analyses on ETFs