Abacus FCF Real Assets Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3762 | 8.65 | |
| 0.1171 | 2.85 | |
| 0.7882 | 12.63 | |
| 0.0615 | 1.39 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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