LSV Disciplined Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.91% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1430 | 4.94 | |
| 0.0705 | 1.04 | |
| 0.0000 | 0.00 | |
| 118.3793 | 3.93 | |
| -223.3615 | -4.20 | |
| 160.0336 | 3.93 | |
| -56.4490 | -1.69 | |
| -6.8965 | -0.21 | |
| 10.8772 | 0.43 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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