Frontier Asset US LG CAP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.79% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2172 | 4.70 | |
| 0.0630 | 0.84 | |
| 0.0000 | 0.00 | |
| 125.0440 | 4.02 | |
| -234.2385 | -4.27 | |
| 160.6603 | 3.81 | |
| -43.8106 | -1.29 | |
| -19.4388 | -0.56 | |
| 13.9196 | 0.53 |
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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