Oakmark U.S. Large CAP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.12% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6022 | 3.33 | |
| 0.1644 | 1.34 | |
| 0.4886 | 1.15 | |
| -7.3655 | -1.87 | |
| 13.0981 | 1.80 |
Estimation Period:
Dec 3, 2024 to Feb 13, 2026
Dec 3, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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