GMO International Qualty ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.01% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2012 | 5.19 | |
| 0.1628 | 1.21 | |
| 0.6275 | 3.16 | |
| 0.1154 | 0.13 |
Estimation Period:
Oct 29, 2024 to Feb 13, 2026
Oct 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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