Matrix Advisors Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.89% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6326 | 4.03 | |
| 0.0452 | 0.77 | |
| 0.0000 | 0.00 | |
| -125.1695 | -3.30 | |
| 170.5347 | 3.07 | |
| -37.0699 | -1.08 | |
| -22.9097 | -0.76 | |
| 20.2806 | 0.98 |
Estimation Period:
Feb 24, 2025 to Feb 6, 2026
Feb 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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