Applied Finance Valuation ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.99% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 8.56 | |
| 0.0995 | 13.72 | |
| 0.8726 | 105.48 |
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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