North Square Tax-Adv Prfrred Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.33% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1828 | 3.66 | |
| 0.4256 | 2.03 | |
| 0.1943 | 1.35 | |
| 0.3235 | 1.29 |
Estimation Period:
Dec 19, 2024 to Feb 6, 2026
Dec 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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