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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Principal Focused Blue Chip ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.31753.86
α0.12572.36
β0.52502.26
γ1-10.8653-1.17
γ213.42421.00
γ3-1.0406-0.13
γ4-1.9450-0.22
γ57.09360.57
γ6-25.5406-1.74
γ756.86473.97
γ8-84.8623-6.97
γ966.00488.44
Estimation Period:
Jul 13, 2023 to Jun 18, 2026