Dynamic Active ED YLD CVR OP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.15% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0444 | 3.27 | |
| 0.0947 | 2.40 | |
| 0.8506 | 16.44 | |
| 1.6098 | 3.65 | |
| -2.4618 | -2.92 |
Estimation Period:
Sep 20, 2022 to Feb 6, 2026
Sep 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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