Return Stacked BDS & FUT YLD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.92% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6816 | 4.66 | |
| 0.0742 | 1.39 | |
| 0.4506 | 1.03 | |
| 11.3210 | 1.95 | |
| -27.5558 | -3.14 | |
| 26.2181 | 4.36 | |
| -12.1172 | -3.28 |
Estimation Period:
Aug 21, 2024 to Feb 13, 2026
Aug 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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