High Yield ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.93% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1303 | 9.35 | |
| 0.2799 | 2.22 | |
| 0.0703 | 0.48 | |
| 0.0641 | 2.17 |
Estimation Period:
May 15, 2023 to Feb 6, 2026
May 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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