Horizons Betapro S&Ptsx60 BU Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.09% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2379 | 5.77 | |
| 0.1285 | 7.73 | |
| 0.8390 | 54.49 | |
| -0.0194 | -1.43 | |
| 0.0489 | 2.49 | |
| -0.0410 | -3.83 |
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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