Main Thematic Innovation ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.72% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 6.07 | |
| 0.1545 | 18.83 | |
| 0.9666 | 294.78 | |
| -0.0761 | -11.35 |
Estimation Period:
Jan 29, 2021 to Feb 6, 2026
Jan 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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