Rayliant Smdam JP Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.47% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9546 | 6.04 | |
| 0.1690 | 1.75 | |
| 0.5912 | 2.82 | |
| -0.0118 | -0.03 |
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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