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V-Lab

Parametric Equity Plus ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.99% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Parametric Equity Plus ETF SGARCH
paramt-stat
ω0.63560.09
α0.00000.00
β0.99930.13
γ1-149.5789-0.05
γ2276.49060.45
γ3-289.0319-0.72
γ4253.45900.72
γ5-113.2428-0.49
γ667.34610.31
γ7-123.6359-0.84
γ8189.32211.38
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts