Day Hagan Smart Sector ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.00% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 0.96 | |
| 0.2721 | 10.15 | |
| 0.9180 | 157.89 | |
| -0.1403 | -7.06 |
Estimation Period:
Jan 20, 2020 to Feb 13, 2026
Jan 20, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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