HCM Defender 100 Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.44% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5857 | 3.76 | |
| 0.1342 | 5.97 | |
| 0.7630 | 20.60 | |
| -1.4036 | -3.98 | |
| 2.0743 | 4.10 | |
| -0.8331 | -2.80 | |
| 0.1384 | 0.71 |
Estimation Period:
Oct 10, 2019 to Feb 6, 2026
Oct 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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