Brookmont Catastrphic BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.13% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3485 | 0.15 | |
| 0.8829 | 0.00 | |
| 0.1171 | 0.00 | |
| 7.1334 | 0.00 | |
| -354.1090 | -0.00 | |
| 669.0606 | 0.00 | |
| -572.8652 | -0.01 | |
| 424.2034 | 0.02 | |
| -236.6024 | -0.02 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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