Distillate US Fundamental Stability & Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.21% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9797 | 5.86 | |
| 0.1354 | 5.85 | |
| 0.8320 | 30.88 | |
| 0.0032 | 0.60 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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