American Beaco GLG NA RE ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.88% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7531 | 4.16 | |
| 0.1559 | 2.14 | |
| 0.6282 | 4.80 | |
| 0.3037 | 0.11 | |
| -2.6319 | -0.59 | |
| 7.4539 | 2.00 |
Estimation Period:
Feb 6, 2024 to Feb 6, 2026
Feb 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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