Tappalpha SPY Gwth & DLY Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.92% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0076 | -0.86 | |
| -0.1441 | -12.22 | |
| 0.9706 | 268.04 | |
| -0.2192 | -16.34 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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