RPAR Risk Parity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:8.71% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8636 | 6.21 | |
| 0.1518 | 3.44 | |
| 0.6746 | 9.45 | |
| 0.2630 | 2.16 | |
| -0.5284 | -2.94 | |
| 0.3782 | 3.91 |
Estimation Period:
Dec 13, 2019 to Feb 13, 2026
Dec 13, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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