Gotham 1000 Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.51% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4050 | 8.38 | |
| 0.1070 | 2.15 | |
| 0.7119 | 10.11 | |
| 0.1978 | 2.75 |
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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