Virtus Duff & Phelps Clean Energy ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.43% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 6.89 | |
| 0.0311 | 9.50 | |
| 0.9513 | 189.16 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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