Crossmark Large CAP Valu ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.44% (+6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8800 | 4.81 | |
| 0.1552 | 1.65 | |
| 0.0679 | 0.12 | |
| 2.2443 | 0.39 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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