SGI Enhanced Core ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.19% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.25 | |
| 0.1504 | 4.56 | |
| 0.8138 | 30.81 | |
| -0.0773 | -1.20 |
Estimation Period:
Feb 29, 2024 to Feb 6, 2026
Feb 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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