V-Lab: ROBO Global Robotics and Automation Index ETF Spline-GARCH Volatility Analysis

V-Lab

ROBO Global Robotics and Automation Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.09% (-0.63%)

Analysis last updated: Friday, June 27, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7810	5.64
$α$	0.1141	6.18
$β$	0.8568	40.47
$γ_{1}$	0.0027	0.35

Estimation Period:
Oct 22, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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