Vox Populi ETF AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
12.06%
decreased by 0.87%
1 Week
12.92%
decreased by 0.01%
1 Month
14.43%
increased by 1.50%
Analysis last updated: Friday, May 22, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0406 | -4.09 | |
| 0.0936 | 16.81 | |
| 0.7835 | 112.30 | |
| 1.3056 | 19.92 |
Estimation Period:
Nov 4, 2022 to May 15, 2026
Nov 4, 2022 to May 15, 2026
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