Defined Duration 5 ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.49%
unchanged at 0.00%
1 Week
2.49%
unchanged at 0.00%
1 Month
2.49%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.9071 | 2.81 | |
| 0.0000 | 0.00 | |
| 0.7503 | 1.18 | |
| 50.0802 | 2.67 | |
| -99.1917 | -3.05 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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