EA Bridgeway Omni Sm-Cap VAL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.69% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9360 | 9.94 | |
| 0.2158 | 2.28 | |
| 0.0374 | 0.25 | |
| -0.0203 | -0.73 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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