SGI Enhanced Nasdaq-100 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.82% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5415 | 2.18 | |
| 0.0757 | 1.15 | |
| 0.0000 | 0.00 | |
| -70.8593 | -1.65 | |
| 109.2235 | 1.81 | |
| -62.5783 | -1.38 | |
| 65.3646 | 1.42 | |
| -124.6722 | -3.10 | |
| 142.3259 | 4.01 | |
| -49.1921 | -1.60 | |
| -47.8901 | -1.39 | |
| 94.4551 | 2.18 |
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Jun 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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