Day Hagan Smart Sector International ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.45% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 6.87 | |
| 0.0949 | 11.11 | |
| 0.7958 | 79.94 | |
| 0.7070 | 17.42 |
Estimation Period:
Jul 4, 2022 to Feb 6, 2026
Jul 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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