Fundstrat Granny Shots US Large Cap & Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.36%
increased by 0.42%
1 Week
18.07%
increased by 1.13%
1 Month
18.50%
increased by 1.56%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8931 | 3.91 | |
| 0.1817 | 1.47 | |
| 0.4096 | 1.09 | |
| -0.9798 | -0.51 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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