FT VST Nasdaq CNS BR Etf-Jan Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.84% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8439 | 2.92 | |
| 0.0944 | 1.33 | |
| 0.2786 | 0.54 | |
| 121.6247 | 1.79 | |
| -294.9385 | -2.65 | |
| 284.8772 | 3.38 | |
| -156.3135 | -2.38 | |
| 105.9741 | 1.88 | |
| -156.4064 | -2.71 | |
| 283.6989 | 4.26 |
Estimation Period:
Jan 21, 2025 to Feb 6, 2026
Jan 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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