SGI Enhanced Core ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.83% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5008 | -4.63 | |
| 0.4130 | 15.97 | |
| 0.8726 | 38.49 | |
| -0.1053 | -3.53 |
Estimation Period:
Feb 29, 2024 to Feb 6, 2026
Feb 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SGI Enhanced Core ETF Analyses
Other EGARCH Analyses on ETFs