Alphaedge Large CP Value ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.50% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0038 | -0.12 | |
| 0.0018 | 0.16 | |
| 0.9722 | 57.75 | |
| -0.1895 | -14.44 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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