Abacus FCF International Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.07% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8755 | 3.12 | |
| 0.1600 | 4.79 | |
| 0.7841 | 32.45 | |
| -0.0037 | -0.21 |
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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