Absolute Select Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.39% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1062 | 7.12 | |
| 0.1316 | 2.60 | |
| 0.7797 | 11.86 | |
| 0.0155 | 2.00 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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