Stance Sustainable Beta ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.09% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7177 | 2.99 | |
| 0.1295 | 1.19 | |
| 0.6817 | 4.10 | |
| -7.0103 | -1.75 | |
| 14.3746 | 2.14 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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