SEI DBI Multi-Strategy A ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.08% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9560 | 1.62 | |
| 0.3547 | 1.83 | |
| 0.5750 | 4.57 | |
| -4.7576 | -1.34 |
Estimation Period:
Aug 25, 2025 to Feb 6, 2026
Aug 25, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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