Vox Populi ETF EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
11.15%
decreased by 0.31%
1 Week
11.58%
increased by 0.12%
1 Month
12.82%
increased by 1.36%
Analysis last updated: Friday, May 22, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -0.31 | |
| 0.0808 | 6.43 | |
| 0.9370 | 84.94 | |
| -0.1616 | -13.40 |
Estimation Period:
Nov 4, 2022 to May 15, 2026
Nov 4, 2022 to May 15, 2026
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