Defined Duration 10 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.16% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0227 | 4.69 | |
| 0.0380 | 2.46 | |
| 0.9477 | 45.08 | |
| -0.0730 | -1.10 |
Estimation Period:
Sep 21, 2021 to Jan 23, 2026
Sep 21, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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