Distillate International Fundamental Stability & Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.32% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1386 | 8.60 | |
| 0.0978 | 1.99 | |
| 0.6269 | 3.51 | |
| 2.4204 | 5.00 | |
| -4.2772 | -5.71 | |
| 2.8073 | 5.36 | |
| -1.1736 | -2.08 | |
| 0.1704 | 0.15 |
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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