Efficient Market PF Plus ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.12% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1741 | 6.79 | |
| 0.0115 | 0.43 | |
| 0.7698 | 0.99 | |
| 0.3000 | 1.20 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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