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GraniteShares HIPS US High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.11% (-0.10%)
Analysis last updated: Wednesday, February 11, 2026 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GraniteShares HIPS US High Income ETF S0GARCH
paramt-stat
ω0.52752.45
α0.17393.89
β0.751615.26
γ1-1.9344-2.32
γ22.64982.34
γ3-1.0574-2.00
γ40.72151.58
γ5-0.3966-0.93
γ6-0.4075-0.93
γ70.78051.87
γ8-0.4403-1.50
Estimation Period:
Jan 7, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts