LSV Disciplined Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.30% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1399 | 4.94 | |
| 0.0669 | 0.98 | |
| 0.0000 | 0.00 | |
| 117.9629 | 3.92 | |
| -222.0149 | -4.17 | |
| 156.5328 | 3.81 | |
| -46.9129 | -1.35 | |
| -32.4022 | -0.87 | |
| 78.0975 | 1.72 |
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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