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V-Lab

Principal Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.99% (-0.54%)
Analysis last updated: Friday, February 13, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Principal Quality ETF S0GARCH
paramt-stat
ω0.41652.68
α0.06042.84
β0.862320.11
γ1-2.0064-1.28
γ23.58101.61
γ3-2.7052-2.28
γ41.80481.57
γ5-1.9457-1.41
γ63.37913.02
γ7-4.4669-5.82
γ84.07346.22
γ9-2.6299-4.39
γ101.22022.79
Estimation Period:
Mar 22, 2016 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts