Beacon Selective Risk ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:441.10% (+12.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3400 | 1.63 | |
| 0.1809 | 2.84 | |
| 0.2355 | 1.16 | |
| 23.6069 | 0.95 | |
| -29.3550 | -0.89 | |
| 8.4460 | 0.53 | |
| -3.4473 | -0.25 | |
| 2.6518 | 0.19 | |
| -12.4513 | -0.98 | |
| 44.7253 | 3.03 | |
| -75.3816 | -2.96 | |
| 77.2970 | 2.40 | |
| -56.0664 | -2.10 |
Estimation Period:
Apr 28, 2023 to Feb 6, 2026
Apr 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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