High Yield ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.98% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9040 | 7.91 | |
| 0.2531 | 2.00 | |
| 0.0836 | 0.50 | |
| -1.7123 | -2.60 | |
| 3.2562 | 3.18 | |
| -3.6193 | -2.99 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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