ETFB Green SRI REITs ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.27% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9040 | 7.65 | |
| 0.1038 | 1.97 | |
| 0.6111 | 3.41 | |
| -1.0173 | -3.04 | |
| 1.5889 | 2.91 | |
| -1.2409 | -2.20 |
Estimation Period:
Dec 14, 2021 to Feb 13, 2026
Dec 14, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ETFB Green SRI REITs ETF Analyses
Other Spline-GARCH Analyses on ETFs