Rockcreek Global Equalty ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.60% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3353 | 2.48 | |
| 0.3232 | 1.33 | |
| 0.4269 | 1.26 | |
| 1.2287 | 0.60 |
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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