Principal US Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.36% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7816 | 4.36 | |
| 0.0904 | 4.17 | |
| 0.8625 | 28.32 | |
| -0.0028 | -0.18 |
Estimation Period:
Sep 22, 2016 to Feb 6, 2026
Sep 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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