NBI Active U.S. Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9099 | 1.98 | |
| 0.0000 | 0.00 | |
| 0.9448 | 5.22 | |
| -1.8496 | -0.27 | |
| 6.1910 | 0.57 | |
| -10.8616 | -1.47 | |
| 8.2043 | 1.44 | |
| 1.1988 | 0.23 | |
| -4.2921 | -0.90 | |
| 0.7647 | 0.21 | |
| 5.1900 | 1.55 | |
| -11.7507 | -3.24 | |
| 10.3973 | 3.78 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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