Hoya Capital High Dividend Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.16% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8729 | 9.04 | |
| 0.0987 | 2.27 | |
| 0.7220 | 6.05 | |
| -0.1474 | -3.92 |
Estimation Period:
Sep 22, 2021 to Feb 6, 2026
Sep 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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