CoreValues Alpha Greater China Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.36% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4929 | 2.48 | |
| 0.1016 | 2.18 | |
| 0.7607 | 9.15 | |
| 6.6471 | 2.89 | |
| -10.2314 | -3.22 | |
| 4.9629 | 3.44 |
Estimation Period:
Jul 1, 2020 to Feb 6, 2026
Jul 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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