Leuthold Select Industrs ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.34% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4437 | 1.99 | |
| 0.0574 | 0.80 | |
| 0.6953 | 1.53 | |
| -74.3048 | -2.84 | |
| 103.0022 | 3.01 | |
| -30.2389 | -2.21 | |
| -1.0432 | -0.12 |
Estimation Period:
Jan 21, 2025 to Feb 6, 2026
Jan 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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