Doubleline Shiller Cape US Equities ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.50% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2107 | 5.86 | |
| 0.1403 | 5.83 | |
| 0.8200 | 29.30 | |
| 0.0539 | 2.62 | |
| -0.1107 | -2.47 |
Estimation Period:
Oct 11, 2012 to Feb 13, 2026
Oct 11, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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