Hoya Capital Housing ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.71% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6016 | 3.53 | |
| 0.1153 | 4.76 | |
| 0.8532 | 31.98 | |
| -0.0304 | -1.02 |
Estimation Period:
Mar 20, 2019 to Feb 6, 2026
Mar 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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