Global Ladder CAN PRE SH ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.32% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 4.42 | |
| 0.1913 | 3.83 | |
| 0.7408 | 11.64 | |
| 1.9566 | 1.94 | |
| -4.4801 | -2.45 | |
| 5.4835 | 3.19 | |
| -5.2508 | -3.28 | |
| 3.0530 | 2.05 | |
| -0.3878 | -0.28 | |
| -2.3062 | -0.85 |
Estimation Period:
Feb 27, 2019 to Feb 6, 2026
Feb 27, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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