AAM Transformers ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.49% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 3.08 | |
| 0.1041 | 11.63 | |
| 0.9723 | 257.22 | |
| -0.0891 | -9.17 |
Estimation Period:
Jul 12, 2022 to Feb 6, 2026
Jul 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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