Stratified Largecap Index Etf EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.84% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 1.74 | |
| 0.1776 | 18.70 | |
| 0.9706 | 445.64 | |
| -0.1308 | -16.64 |
Estimation Period:
Jan 4, 2019 to Feb 6, 2026
Jan 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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