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SGI Enhanced Nasdaq-100 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.82% (-1.87%)
Analysis last updated: Friday, February 13, 2026 at 11:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of SGI Enhanced Nasdaq-100 ETF SGARCH
paramt-stat
ω0.54152.18
α0.07571.15
β0.00000.00
γ1-70.8593-1.65
γ2109.22351.81
γ3-62.5783-1.38
γ465.36461.42
γ5-124.6722-3.10
γ6142.32594.01
γ7-49.1921-1.60
γ8-47.8901-1.39
γ994.45512.18
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts