PMV Adaptive Risk Parity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.96% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9416 | 2.41 | |
| 0.2793 | 4.24 | |
| 0.7054 | 11.22 | |
| -0.1709 | -3.19 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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