Absolute Select Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.85% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2136 | 5.74 | |
| 0.1293 | 2.67 | |
| 0.7806 | 11.90 | |
| 0.0424 | 1.59 |
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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