Dynamic Active US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.99% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9639 | 4.65 | |
| 0.0529 | 1.45 | |
| 0.8800 | 14.39 | |
| -0.0098 | -0.10 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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