Abacus FCF Innovation Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.68% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1722 | 3.51 | |
| 0.0981 | 3.94 | |
| 0.8653 | 28.80 | |
| 0.0537 | 0.86 |
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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