Purpose Dvrsified Real Asset Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.54% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5801 | 1.84 | |
| 0.0106 | 0.99 | |
| 0.9546 | 19.24 | |
| 0.3326 | 0.31 | |
| -1.3280 | -0.87 | |
| 1.6126 | 1.98 | |
| -0.3802 | -0.54 | |
| -0.6578 | -0.97 | |
| 0.8083 | 1.76 | |
| -1.0853 | -3.41 | |
| 1.3895 | 3.81 | |
| -0.9251 | -1.62 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Dvrsified Real Asset Analyses
Other Spline-GARCH Analyses on ETFs