Harbor Human Capital Factor US Large Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.09% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0570 | 5.68 | |
| 0.0966 | 2.40 | |
| 0.8555 | 17.87 | |
| 0.0238 | 0.59 |
Estimation Period:
Oct 13, 2022 to Feb 6, 2026
Oct 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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