Virtus Reaves Utilities ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.89% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 9.77 | |
| 0.0645 | 16.67 | |
| 0.9203 | 262.87 | |
| 0.2958 | 4.48 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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