HCM Defender 100 Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.66% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5874 | 3.78 | |
| 0.1356 | 6.01 | |
| 0.7602 | 20.24 | |
| -1.3812 | -3.87 | |
| 2.0204 | 3.86 | |
| -0.7410 | -2.00 | |
| -0.0763 | -0.14 |
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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