Gotham 1000 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.42% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6815 | 9.02 | |
| 0.1274 | 2.43 | |
| 0.5999 | 5.33 | |
| 0.4997 | 3.69 | |
| -0.5762 | -3.19 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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