Principal Focused Blue Chip ETF Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
17.60%
increased by 0.52%
1 Week
17.60%
increased by 0.52%
1 Month
17.60%
increased by 0.52%
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 | |
|---|---|---|
| 0.3106 | 3.93 | |
| 0.1248 | 2.23 | |
| 0.4840 | 1.83 | |
| -11.5525 | -1.28 | |
| 14.3881 | 1.10 | |
| -1.4079 | -0.18 | |
| -2.0375 | -0.23 | |
| 7.8365 | 0.64 | |
| -27.2705 | -1.86 | |
| 60.1600 | 4.14 | |
| -91.2019 | -7.05 | |
| 80.1723 | 5.29 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
Other Principal Focused Blue Chip ETF Analyses
Other Spline-GARCH Analyses on ETFs