Principal Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7726 | 3.31 | |
| 0.0621 | 3.53 | |
| 0.8922 | 31.18 | |
| 0.0714 | 0.67 | |
| -0.2026 | -1.26 | |
| 0.2636 | 2.12 |
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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