Doubleline Shiller Cape US Equities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.37% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8761 | 3.76 | |
| 0.1475 | 6.02 | |
| 0.8115 | 29.03 | |
| -0.1144 | -1.22 | |
| 0.2532 | 1.80 | |
| -0.2597 | -2.51 | |
| 0.1635 | 2.33 |
Estimation Period:
Oct 11, 2012 to Feb 13, 2026
Oct 11, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Doubleline Shiller Cape US Equities ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs