Hartford Alpha Capture Value ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
11.10%
increased by 0.09%
1 Week
11.91%
increased by 0.90%
1 Month
12.79%
increased by 1.78%
Analysis last updated: Wednesday, July 15, 2026 at 02:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 16, 2023 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8594 | 6.92*** |
α ARCH Response to squared shocks | 0.1416 | 1.33 |
β GARCH Volatility persistence | 0.6306 | 3.33*** |
Spline Coefficients
K=1
| γ1 | -0.0226 | -0.14 |
Persistence:
0.772
Half-life:
3 days
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