Fundstrat Granny Shots US Small- & Mid-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
30.33%
decreased by 0.53%
1 Week
30.61%
decreased by 0.25%
1 Month
30.83%
decreased by 0.03%
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 | |
|---|---|---|
| 0.9498 | 5.49 | |
| 0.0507 | 0.57 | |
| 0.6243 | 0.87 | |
| -0.4077 | -0.26 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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