Hartford Multifactor Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.14% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5219 | 2.65 | |
| 0.0887 | 4.19 | |
| 0.8355 | 24.69 | |
| -3.2861 | -2.78 | |
| 5.0907 | 2.98 | |
| -2.5849 | -3.00 | |
| 1.5756 | 2.72 | |
| -1.4647 | -2.53 | |
| 0.9030 | 1.65 | |
| -0.4485 | -0.91 | |
| 0.4196 | 0.85 | |
| -0.2837 | -0.82 |
Estimation Period:
Mar 24, 2015 to Feb 6, 2026
Mar 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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