Parametric Hedged Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.32% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8696 | 2.31 | |
| 0.1662 | 4.05 | |
| 0.8204 | 18.21 | |
| -0.1808 | -1.23 |
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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