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V-Lab

Beacon Selective Risk ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:441.10% (+12.95%)
Analysis last updated: Friday, February 13, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Beacon Selective Risk ETF S0GARCH
paramt-stat
ω0.34001.63
α0.18092.84
β0.23551.16
γ123.60690.95
γ2-29.3550-0.89
γ38.44600.53
γ4-3.4473-0.25
γ52.65180.19
γ6-12.4513-0.98
γ744.72533.03
γ8-75.3816-2.96
γ977.29702.40
γ10-56.0664-2.10
Estimation Period:
Apr 28, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts