Fairlead Tactical Sector Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.63% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0671 | -7.34 | |
| 0.1549 | 9.74 | |
| 0.9114 | 95.98 | |
| -0.1438 | -9.76 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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