Clockwise U.S. Core Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.94% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 3.38 | |
| 0.1212 | 6.46 | |
| 0.8743 | 21.44 | |
| -0.0511 | -3.36 |
Estimation Period:
May 21, 2014 to Feb 6, 2026
May 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Clockwise U.S. Core Equity ETF Analyses
Other EGARCH Analyses on ETFs