Brookmont Catastrphic BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.42% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8474 | 2.88 | |
| 0.2106 | 1.67 | |
| 0.0000 | 0.00 | |
| 359.8620 | 5.27 | |
| -636.7295 | -5.48 | |
| 529.6897 | 4.96 | |
| -485.9235 | -4.60 | |
| 456.2471 | 4.13 | |
| -495.5292 | -2.51 |
Estimation Period:
Apr 1, 2025 to Feb 13, 2026
Apr 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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