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V-Lab

Beacon Selective Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:179.31% (+23.19%)
Analysis last updated: Friday, February 13, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Beacon Selective Risk ETF SGARCH
paramt-stat
ω0.34121.63
α0.18202.86
β0.24601.21
γ124.58430.99
γ2-30.7425-0.93
γ39.10660.57
γ4-3.9110-0.29
γ53.10930.23
γ6-12.9139-1.01
γ745.06543.00
γ8-75.2182-2.67
γ975.08171.74
γ10-48.3977-0.82
Estimation Period:
Apr 28, 2023 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts