Virtus Reaves Utilities ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.70% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 5.12 | |
| 0.1166 | 12.70 | |
| 0.9734 | 387.21 | |
| -0.0502 | -3.87 |
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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