SGI Enhanced Nasdaq-100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.70% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6562 | 3.46 | |
| 0.0892 | 1.25 | |
| 0.0000 | 0.00 | |
| -19.0768 | -0.76 | |
| 22.9796 | 0.59 | |
| 15.0862 | 0.63 | |
| -70.8036 | -3.07 | |
| 99.3374 | 4.30 | |
| -63.5179 | -3.58 | |
| 17.3518 | 1.60 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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