Parametric Equity Premi Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.78% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7773 | 8.60 | |
| 0.1917 | 1.81 | |
| 0.2949 | 0.87 | |
| -0.0910 | -1.90 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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