Day Hagan Smart Sector International ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.92% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 10.00 | |
| 0.1116 | 8.06 | |
| 0.7756 | 41.01 |
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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