Principal Focused Blue Chip ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
58.44%
increased by 0.15%
1 Week
62.98%
increased by 4.69%
1 Month
66.18%
increased by 7.89%
Analysis last updated: Friday, June 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3175 | 3.86 | |
| 0.1257 | 2.36 | |
| 0.5250 | 2.26 | |
| -10.8653 | -1.17 | |
| 13.4242 | 1.00 | |
| -1.0406 | -0.13 | |
| -1.9450 | -0.22 | |
| 7.0936 | 0.57 | |
| -25.5406 | -1.74 | |
| 56.8647 | 3.97 | |
| -84.8623 | -6.97 | |
| 66.0048 | 8.44 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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