FM Focus Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1757 | 5.88 | |
| 0.0594 | 2.54 | |
| 0.9130 | 33.54 | |
| 0.0395 | 1.33 |
Estimation Period:
Apr 25, 2022 to Feb 6, 2026
Apr 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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