Kovitz Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.19% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0547 | 6.08 | |
| 0.0917 | 1.95 | |
| 0.8435 | 13.61 | |
| 0.0234 | 0.56 |
Estimation Period:
Dec 12, 2022 to Feb 6, 2026
Dec 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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