Parametric Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.31% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8717 | 2.26 | |
| 0.1668 | 4.09 | |
| 0.8202 | 18.54 | |
| -0.1960 | -0.28 |
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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