SP Funds S&P 500 Sharia Industry Exclusions ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.10% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 3.71 | |
| 0.1502 | 10.13 | |
| 0.9649 | 377.94 | |
| -0.1135 | -8.89 |
Estimation Period:
Dec 18, 2019 to Feb 6, 2026
Dec 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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