Swan Hedged Equity US Large Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.66% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0519 | 9.06 | |
| 0.0887 | 3.76 | |
| 0.8511 | 21.86 | |
| 0.0047 | 0.54 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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