Principal US Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.69% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 11.30 | |
| 0.0936 | 17.63 | |
| 0.8704 | 131.26 |
Estimation Period:
Sep 22, 2016 to Feb 6, 2026
Sep 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal US Small-Cap ETF Analyses
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