Leuthold Select Industrs ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.70% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4438 | 2.00 | |
| 0.0588 | 0.82 | |
| 0.6960 | 1.60 | |
| -74.6474 | -2.85 | |
| 103.9835 | 3.01 | |
| -32.2184 | -1.86 | |
| 3.4023 | 0.11 |
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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