Harbor Long-Short Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.40% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9874 | 6.10 | |
| 0.0901 | 2.53 | |
| 0.8390 | 12.04 | |
| -0.0272 | -0.30 |
Estimation Period:
Dec 4, 2023 to Feb 6, 2026
Dec 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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