Abacus FCF International Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.18% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8849 | 3.80 | |
| 0.1597 | 4.91 | |
| 0.7849 | 32.60 | |
| -0.0017 | -0.36 |
Estimation Period:
Jul 5, 2017 to Feb 6, 2026
Jul 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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