Defined Duration 5 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.27%
decreased by 0.02%
1 Week
4.31%
increased by 0.02%
1 Month
4.35%
increased by 0.06%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7732 | 2.96 | |
| 0.0212 | 0.35 | |
| 0.7040 | 0.94 | |
| 28.5241 | 1.91 | |
| -43.4021 | -2.41 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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