McElhenny Sheffield Managed Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.24% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1572 | 3.81 | |
| 0.1914 | 4.13 | |
| 0.7231 | 11.05 | |
| 1.8140 | 4.29 | |
| -2.8407 | -4.36 | |
| 1.9630 | 2.49 |
Estimation Period:
Nov 17, 2021 to Feb 6, 2026
Nov 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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