GMO International Qualty ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.62% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2491 | 4.83 | |
| 0.1693 | 1.21 | |
| 0.6244 | 3.17 | |
| 0.3969 | 2.00 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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