SEI DBI Multi-Strategy A ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.70% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4389 | 1.72 | |
| 0.0879 | 0.71 | |
| 0.4686 | 0.85 | |
| -74.9880 | -1.50 | |
| 158.8983 | 1.89 |
Estimation Period:
Aug 25, 2025 to Feb 6, 2026
Aug 25, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SEI DBI Multi-Strategy A ETF Analyses
Other Spline-GARCH Analyses on ETFs