Defined Duration 10 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.86% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7863 | 3.31 | |
| 0.0538 | 1.55 | |
| 0.4243 | 0.69 | |
| 1.8629 | 0.72 | |
| -6.8920 | -1.97 | |
| 9.0700 | 5.42 | |
| -6.1826 | -4.04 | |
| 3.9612 | 2.50 | |
| -3.9511 | -2.49 | |
| 3.3635 | 2.94 |
Estimation Period:
Sep 21, 2021 to Jan 23, 2026
Sep 21, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Defined Duration 10 ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs