Virtus WMC International Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.12% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0183 | -2.73 | |
| 0.0682 | 13.53 | |
| 0.9033 | 101.26 | |
| 0.8776 | 11.32 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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