Abacus FCF Innovation Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.14% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0965 | 4.04 | |
| 0.0990 | 3.86 | |
| 0.8639 | 27.94 | |
| 0.0103 | 0.52 |
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Dec 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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