Principal Quality ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.58% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5981 | 4.87 | |
| 0.0570 | 2.94 | |
| 0.9041 | 36.50 | |
| -0.0218 | -1.45 |
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Mar 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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