Principal US Mega-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.83% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 1.60 | |
| 0.1791 | 12.23 | |
| 0.9483 | 243.84 | |
| -0.1511 | -12.05 |
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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