SMI 3Fourteen Full-Cycle Trend ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.56% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 6.29 | |
| 0.0978 | 6.49 | |
| 0.8688 | 61.56 |
Estimation Period:
Jul 2, 2024 to Feb 6, 2026
Jul 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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