Vistashares Arfcl ITL SP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.48% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5875 | 2.55 | |
| 0.0417 | 0.60 | |
| 0.7100 | 1.61 | |
| -24.0912 | -2.74 | |
| 37.8349 | 3.08 | |
| -20.2420 | -1.91 |
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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