Horizons Betapro S&Ptsx60 BE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4216 | 8.80 | |
| 0.1219 | 8.68 | |
| 0.8481 | 61.39 | |
| 0.0090 | 4.20 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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