Global Euro 50 Index COR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.93% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8082 | 7.93 | |
| 0.1168 | 5.49 | |
| 0.8309 | 32.44 | |
| -0.0043 | -1.74 |
Estimation Period:
Dec 7, 2016 to Feb 6, 2026
Dec 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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