DGA Core Plus Absolute Return ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.04% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4579 | 1.18 | |
| 0.5011 | 1.26 | |
| 0.4116 | 1.46 | |
| 0.2582 | 0.63 |
Estimation Period:
Aug 3, 2023 to Jan 23, 2026
Aug 3, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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