Distillate Small/Mid Cash Flow ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.27% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 7.56 | |
| 0.0580 | 8.07 | |
| 0.8971 | 85.81 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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