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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Hartford Alpha Capture Value ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 16, 2023 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0226
-0.14

Persistence:

0.772

Half-life:

3 days