Parametric Equity Plus ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6356 | 0.09 | |
| 0.0000 | 0.00 | |
| 0.9993 | 0.13 | |
| -149.5789 | -0.05 | |
| 276.4906 | 0.45 | |
| -289.0319 | -0.72 | |
| 253.4590 | 0.72 | |
| -113.2428 | -0.49 | |
| 67.3461 | 0.31 | |
| -123.6359 | -0.84 | |
| 189.3221 | 1.38 |
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Nov 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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