Rockefeller US Sml-Md CP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.98% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4350 | 3.03 | |
| 0.0000 | 0.00 | |
| 0.8488 | 2.57 | |
| -93.4736 | -3.59 | |
| 164.7849 | 3.78 | |
| -151.6582 | -3.93 | |
| 128.9237 | 3.73 | |
| -52.2191 | -1.70 | |
| -16.3181 | -0.50 | |
| 68.6426 | 1.72 |
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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