Ballast Small/Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.97% (+6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3426 | 7.00 | |
| 0.1460 | 3.05 | |
| 0.4860 | 1.96 | |
| 2.1680 | 4.84 | |
| -3.6334 | -5.41 | |
| 2.3904 | 4.71 | |
| -1.1083 | -1.94 | |
| -0.1804 | -0.17 |
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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