Frontier Asset Glbl SM CAP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.50% (+6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0572 | 4.16 | |
| 0.1409 | 1.17 | |
| 0.6420 | 3.77 | |
| 0.2293 | 0.78 |
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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