SMI 3Fourteen Full-Cycle Trend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.26% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8260 | 4.03 | |
| 0.0188 | 0.45 | |
| 0.0000 | 0.00 | |
| -24.1512 | -1.29 | |
| 34.5949 | 1.31 | |
| 11.7465 | 0.73 | |
| -75.1206 | -3.47 | |
| 94.4158 | 3.72 | |
| -55.1177 | -2.31 | |
| 39.5698 | 1.64 |
Estimation Period:
Jul 2, 2024 to Feb 13, 2026
Jul 2, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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