Abacus FCF Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.59% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7728 | 5.97 | |
| 0.1390 | 5.88 | |
| 0.8231 | 30.01 | |
| -0.0062 | -0.46 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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