Performance Trust SHT TRM BD EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.66% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1549 | -6.15 | |
| 0.0360 | 2.20 | |
| 0.9597 | 74.33 | |
| 0.1800 | 13.75 |
Estimation Period:
Apr 9, 2024 to Feb 6, 2026
Apr 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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