Activepassive US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.04% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8460 | 6.30 | |
| 0.0969 | 2.01 | |
| 0.8338 | 10.75 | |
| -0.0397 | -0.83 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Activepassive US Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs