FM Focus Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.90% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4711 | 5.49 | |
| 0.0609 | 2.27 | |
| 0.8983 | 24.66 | |
| 0.1672 | 2.18 |
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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