Principal Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.50% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7220 | 2.36 | |
| 0.0663 | 3.36 | |
| 0.8616 | 21.12 | |
| 0.1670 | 0.06 | |
| -0.1063 | -0.03 | |
| -0.2784 | -0.15 | |
| 1.2718 | 1.29 | |
| -3.2742 | -3.20 | |
| 4.3603 | 4.12 | |
| -3.9884 | -4.58 | |
| 3.2168 | 4.10 | |
| -1.8788 | -2.56 | |
| 0.6206 | 1.23 |
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Mar 22, 2016 to Feb 6, 2026
News Impact Curve
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