Distillate Small/Mid Cash Flow ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.33% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4711 | 7.60 | |
| 0.1584 | 2.42 | |
| 0.3535 | 1.49 | |
| 0.5789 | 3.46 | |
| -0.7135 | -3.34 |
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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