Virtus Newfleet Securitized Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.76% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0898 | -6.70 | |
| 0.2020 | 10.39 | |
| 0.9742 | 251.79 | |
| 0.0487 | 4.08 |
Estimation Period:
Feb 10, 2021 to Feb 6, 2026
Feb 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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