Distillate US Fundamental Stability & Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.23% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9850 | 5.53 | |
| 0.1354 | 5.84 | |
| 0.8320 | 30.83 | |
| 0.0044 | 0.19 |
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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