Beacon Selective Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:179.31% (+23.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3412 | 1.63 | |
| 0.1820 | 2.86 | |
| 0.2460 | 1.21 | |
| 24.5843 | 0.99 | |
| -30.7425 | -0.93 | |
| 9.1066 | 0.57 | |
| -3.9110 | -0.29 | |
| 3.1093 | 0.23 | |
| -12.9139 | -1.01 | |
| 45.0654 | 3.00 | |
| -75.2182 | -2.67 | |
| 75.0817 | 1.74 | |
| -48.3977 | -0.82 |
Estimation Period:
Apr 28, 2023 to Feb 13, 2026
Apr 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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