Rockcreek Global Equalty ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.42% (+3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3131 | 2.58 | |
| 0.3249 | 1.33 | |
| 0.4261 | 1.27 | |
| 1.0020 | 1.97 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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