Microsectors OIL & G Etns DU Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:69.02% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1614 | 8.97 | |
| 0.0714 | 1.05 | |
| 0.7032 | 3.77 | |
| -0.8283 | -3.86 | |
| 1.4554 | 4.71 | |
| -0.7886 | -4.91 |
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Nov 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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