Virtus Duff & Phelps Clean Energy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.59% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 4.58 | |
| 0.0327 | 9.32 | |
| 0.9519 | 168.45 | |
| 0.3549 | 7.58 |
Estimation Period:
Aug 4, 2021 to Feb 13, 2026
Aug 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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