Natixis Vaughan Nelson Select ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.91% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0124 | -2.31 | |
| 0.1011 | 25.47 | |
| 0.8378 | 176.09 | |
| 0.9581 | 24.61 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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