Abacus FCF Small CAP LEA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.56% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0176 | 1.80 | |
| 0.1062 | 1.01 | |
| 0.0000 | 0.00 | |
| -128.4976 | -4.71 | |
| 220.6181 | 5.43 | |
| -131.7878 | -3.62 | |
| 92.2013 | 1.73 | |
| -158.2718 | -1.49 |
Estimation Period:
Feb 19, 2025 to Feb 13, 2026
Feb 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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