Distillate International Fundamental Stability & Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.61% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1394 | 8.57 | |
| 0.0993 | 2.00 | |
| 0.6248 | 3.55 | |
| 2.4254 | 5.01 | |
| -4.2900 | -5.74 | |
| 2.8325 | 5.52 | |
| -1.2342 | -2.76 | |
| 0.3319 | 1.00 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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