SMI 3Fourteen REAL Asset Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.44% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4353 | 2.88 | |
| 0.1899 | 1.56 | |
| 0.6398 | 4.09 | |
| 16.0750 | 4.73 | |
| -19.2378 | -4.48 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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