Applied Finance Valuation ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.61% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 0.16 | |
| 0.0843 | 10.04 | |
| 0.9614 | 146.85 | |
| -0.1831 | -25.07 |
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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