Morgan Dempsey L CAP VAL ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.77% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0085 | 8.55 | |
| 0.1302 | 0.91 | |
| 0.6655 | 2.81 | |
| 0.0100 | 0.33 |
Estimation Period:
Apr 27, 2023 to Feb 13, 2026
Apr 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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