Purpose Active Balanced Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.96% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9604 | 5.94 | |
| 0.1459 | 1.42 | |
| 0.4976 | 1.99 | |
| 0.0017 | 0.02 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Active Balanced Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs