Return Stacked US Stocks ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.69% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6850 | 3.48 | |
| 0.0985 | 1.72 | |
| 0.5553 | 1.62 | |
| -1.7885 | -0.17 | |
| 13.6151 | 0.79 | |
| -34.5666 | -2.49 | |
| 41.0922 | 3.49 | |
| -24.0171 | -3.40 |
Estimation Period:
May 29, 2024 to Feb 6, 2026
May 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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