Bluemonte Large CAP Vlue ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.90% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9361 | 6.51 | |
| 0.1611 | 1.69 | |
| 0.0000 | 0.00 | |
| 1.7602 | 0.50 |
Estimation Period:
Jun 24, 2025 to Feb 13, 2026
Jun 24, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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