Lazard US Systematic SMA ETF Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.49% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 4.05 | |
| 0.1249 | 1.44 | |
| 0.8925 | 51.73 | |
| -0.0649 | -0.55 |
Estimation Period:
Sep 15, 2025 to Feb 13, 2026
Sep 15, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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