WEBs SPY Defined Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.23% (+5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0787 | 5.38 | |
| 0.1121 | 1.38 | |
| 0.5482 | 1.43 | |
| 0.1885 | 0.59 |
Estimation Period:
Dec 17, 2024 to Feb 6, 2026
Dec 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other WEBs SPY Defined Volatility ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs