Principal Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.99% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4165 | 2.68 | |
| 0.0604 | 2.84 | |
| 0.8623 | 20.11 | |
| -2.0064 | -1.28 | |
| 3.5810 | 1.61 | |
| -2.7052 | -2.28 | |
| 1.8048 | 1.57 | |
| -1.9457 | -1.41 | |
| 3.3791 | 3.02 | |
| -4.4669 | -5.82 | |
| 4.0734 | 6.22 | |
| -2.6299 | -4.39 | |
| 1.2202 | 2.79 |
Estimation Period:
Mar 22, 2016 to Feb 13, 2026
Mar 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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