Matrix Advisors Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.08% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5138 | 3.45 | |
| 0.0237 | 0.45 | |
| 0.0000 | 0.00 | |
| -198.2996 | -3.41 | |
| 259.8987 | 3.00 | |
| -71.3694 | -1.34 | |
| 46.5138 | 1.20 | |
| -96.4764 | -2.63 | |
| 148.4792 | 2.94 |
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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