Harbor Human Capital Factor US Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.01% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9414 | 6.42 | |
| 0.0720 | 1.40 | |
| 0.7705 | 6.88 | |
| -0.1294 | -0.95 |
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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