Schwab Fundamental U.S. Small Company ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.24% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 9.04 | |
| 0.1181 | 6.31 | |
| 0.8260 | 35.03 | |
| 0.0381 | 3.02 | |
| -0.0726 | -2.79 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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