Horizons Betapro S&Ptsx60 BU Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.72% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4633 | 7.98 | |
| 0.1267 | 7.82 | |
| 0.8444 | 56.33 | |
| 0.0096 | 4.15 |
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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