Doubleline Shiller Cape US Equities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
14.19%
decreased by 1.03%
1 Week
14.28%
decreased by 0.94%
1 Month
14.55%
decreased by 0.67%
Analysis last updated: Tuesday, June 23, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8765 | 3.87 | |
| 0.1426 | 6.11 | |
| 0.8149 | 29.73 | |
| -0.1028 | -1.17 | |
| 0.2365 | 1.77 | |
| -0.2553 | -2.51 | |
| 0.1659 | 2.32 |
Estimation Period:
Oct 11, 2012 to Jun 18, 2026
Oct 11, 2012 to Jun 18, 2026
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