Frontier Asset ABS Retrn ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.48% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5790 | 3.54 | |
| 0.1840 | 1.77 | |
| 0.4692 | 1.44 | |
| -16.5401 | -1.45 | |
| 29.0788 | 1.77 | |
| -18.8566 | -2.57 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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