RPAR Risk Parity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.37% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6715 | 6.45 | |
| 0.1603 | 3.79 | |
| 0.6974 | 11.75 | |
| -0.0727 | -2.85 |
Estimation Period:
Dec 13, 2019 to Feb 6, 2026
Dec 13, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other RPAR Risk Parity ETF Analyses
Other Spline-GARCH Analyses on ETFs