Ballast Small/Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.97% (+6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3457 | 6.99 | |
| 0.1440 | 3.02 | |
| 0.4938 | 1.97 | |
| 2.1866 | 4.87 | |
| -3.6782 | -5.46 | |
| 2.4763 | 4.92 | |
| -1.3046 | -2.75 | |
| 0.3166 | 0.94 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ballast Small/Mid Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs