Virtus Private Credit Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.59% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -1.26 | |
| 0.3459 | 26.48 | |
| 0.9386 | 274.20 | |
| -0.1627 | -14.38 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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