WEBs SPY Defined Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.53% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2122 | 5.29 | |
| 0.1128 | 1.43 | |
| 0.5577 | 1.47 | |
| 1.2965 | 1.16 |
Estimation Period:
Dec 17, 2024 to Feb 6, 2026
Dec 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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