Harbor Human Capital Factor US Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.28% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0377 | 8.49 | |
| 0.0717 | 1.45 | |
| 0.7974 | 8.22 | |
| 0.0148 | 0.43 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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