Parametric Equity Premi Incm Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.78% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7614 | 6.24 | |
| 0.1854 | 1.75 | |
| 0.3045 | 0.87 | |
| -0.1416 | -0.71 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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