SRH US Quality GARP ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.45% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.01 | |
| -0.0629 | -16.07 | |
| 0.9835 | 77.36 | |
| -0.0901 | -4.48 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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