Natixis Loomis Sayle Fcsd GH Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.50% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9232 | 4.81 | |
| 0.1034 | 2.32 | |
| 0.8377 | 14.16 | |
| -0.1397 | -0.62 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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