Vest 2 Year INT RA Hedge ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.65% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4612 | 2.64 | |
| 0.1041 | 1.44 | |
| 0.4942 | 1.33 | |
| 10.6969 | 0.48 | |
| 2.0045 | 0.07 | |
| -55.9054 | -2.91 | |
| 107.2191 | 7.32 | |
| -109.2012 | -8.66 | |
| 60.5667 | 4.92 | |
| -25.3212 | -1.79 | |
| 19.9618 | 0.65 |
Estimation Period:
Jan 11, 2024 to Feb 6, 2026
Jan 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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