SP Funds S&P Global Tech ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.75% (+3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 2.54 | |
| 0.0819 | 6.57 | |
| 0.9230 | 77.81 | |
| -0.1667 | -11.44 |
Estimation Period:
Dec 1, 2023 to Feb 6, 2026
Dec 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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