Applied Finance Valuation ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.00% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0272 | -7.01 | |
| 0.0966 | 23.76 | |
| 0.8601 | 157.58 | |
| 0.9121 | 27.42 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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