Distillate Small/Mid Cash Flow ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.02% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5672 | 7.36 | |
| 0.1578 | 2.47 | |
| 0.3231 | 1.34 | |
| 0.8055 | 3.37 | |
| -1.3122 | -2.93 |
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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