GMO U.S. Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.07% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8655 | 5.77 | |
| 0.1029 | 1.23 | |
| 0.8284 | 7.90 | |
| -0.0498 | -0.69 |
Estimation Period:
Nov 17, 2023 to Feb 6, 2026
Nov 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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