Hartford Multifactor Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5149 | 2.67 | |
| 0.0879 | 4.21 | |
| 0.8332 | 23.72 | |
| -3.2832 | -2.85 | |
| 5.1026 | 3.07 | |
| -2.6260 | -3.14 | |
| 1.6278 | 2.92 | |
| -1.5313 | -2.77 | |
| 1.0125 | 1.91 | |
| -0.6631 | -1.37 | |
| 0.9250 | 1.62 | |
| -1.6718 | -1.75 |
Estimation Period:
Mar 24, 2015 to Feb 13, 2026
Mar 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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