Rockefeller US Sml-Md CP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0692 | 4.18 | |
| 0.1017 | 1.24 | |
| 0.7740 | 7.98 | |
| 0.1285 | 0.53 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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