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V-Lab

Principal Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.50% (+1.69%)
Analysis last updated: Thursday, February 12, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Principal Value ETF S0GARCH
paramt-stat
ω0.72202.36
α0.06633.36
β0.861621.12
γ10.16700.06
γ2-0.1063-0.03
γ3-0.2784-0.15
γ41.27181.29
γ5-3.2742-3.20
γ64.36034.12
γ7-3.9884-4.58
γ83.21684.10
γ9-1.8788-2.56
γ100.62061.23
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts