NBI Active U.S. Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.66% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9083 | 1.97 | |
| 0.0000 | 0.00 | |
| 0.9453 | 5.20 | |
| -1.9714 | -0.28 | |
| 6.4315 | 0.59 | |
| -11.1000 | -1.50 | |
| 8.4309 | 1.47 | |
| 0.9854 | 0.19 | |
| -4.0304 | -0.85 | |
| 0.3109 | 0.08 | |
| 6.1914 | 1.75 | |
| -14.5077 | -3.36 | |
| 18.3680 | 3.36 |
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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