Principal US Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.27% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7727 | 5.70 | |
| 0.0896 | 4.16 | |
| 0.8631 | 28.32 | |
| -0.0043 | -1.10 |
Estimation Period:
Sep 22, 2016 to Feb 13, 2026
Sep 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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