Oakmark U.S. Large CAP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.83% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4203 | 2.48 | |
| 0.1902 | 1.28 | |
| 0.4069 | 0.78 | |
| -21.1770 | -2.46 | |
| 27.0667 | 2.36 | |
| -6.6940 | -1.48 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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