Vistashares Arfcl ITL SP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.53% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5989 | 2.68 | |
| 0.0440 | 0.63 | |
| 0.7183 | 1.95 | |
| -23.1612 | -2.79 | |
| 35.8541 | 3.29 | |
| -16.8748 | -4.21 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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