Day Hagan Smart Sector International ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.65% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0105 | -0.82 | |
| 0.1061 | 9.57 | |
| 0.9439 | 113.68 | |
| -0.1321 | -9.97 |
Estimation Period:
Jul 4, 2022 to Feb 13, 2026
Jul 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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