Ballast Small/Mid Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.52% (+5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3546 | 10.15 | |
| 0.1436 | 12.73 | |
| 0.6284 | 21.88 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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