Bluemonte Large CAP Vlue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.56% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8778 | 6.73 | |
| 0.2014 | 1.76 | |
| 0.0000 | 0.00 | |
| -0.8558 | -1.00 |
Estimation Period:
Jun 24, 2025 to Feb 6, 2026
Jun 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bluemonte Large CAP Vlue ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs