Principal US Mega-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 12.38 | |
| 0.1429 | 24.05 | |
| 0.8287 | 136.77 |
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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