Activepassive US Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.07% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8258 | 4.87 | |
| 0.0965 | 1.98 | |
| 0.8326 | 10.54 | |
| -0.0747 | -0.38 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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