Principal US Mega-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.67% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 2.25 | |
| 0.1290 | 17.65 | |
| 0.8282 | 102.00 | |
| 0.5685 | 11.05 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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