SMI 3Fourteen REAL Asset Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.72% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8372 | 2.54 | |
| 0.1938 | 1.63 | |
| 0.6690 | 5.03 | |
| 6.7513 | 2.97 |
Estimation Period:
Feb 26, 2025 to Feb 13, 2026
Feb 26, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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