NBI Sustainable CAN EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.41% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9588 | 2.13 | |
| 0.0226 | 0.99 | |
| 0.8034 | 5.16 | |
| 0.4279 | 0.27 | |
| 1.3512 | 0.64 | |
| -3.6439 | -3.25 | |
| 2.6133 | 2.58 | |
| -0.6654 | -0.67 | |
| -0.1106 | -0.08 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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