Rayliant Smdam JP Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.56% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9521 | 6.62 | |
| 0.1690 | 1.77 | |
| 0.5915 | 2.85 | |
| -0.0213 | -0.23 |
Estimation Period:
Apr 4, 2024 to Feb 13, 2026
Apr 4, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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