Virtus Duff & Phelps Clean Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.57% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 3.54 | |
| 0.0812 | 9.69 | |
| 0.9785 | 241.06 | |
| -0.0462 | -7.32 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Virtus Duff & Phelps Clean Energy ETF Analyses
Other EGARCH Analyses on ETFs