Towle Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.30% (+4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3278 | 7.40 | |
| 0.8077 | 16.69 | |
| 0.4825 | 11.66 | |
| -0.2421 | -5.59 |
Estimation Period:
Jul 17, 2025 to Feb 6, 2026
Jul 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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