Purpose Strategic Yield Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.72% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0068 | -1.89 | |
| 0.1801 | 16.23 | |
| 0.9885 | 588.04 | |
| -0.0760 | -7.02 |
Estimation Period:
Apr 6, 2018 to Feb 6, 2026
Apr 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Strategic Yield Fund Analyses
Other EGARCH Analyses on ETFs