Return Stacked US Stocks ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.55% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8387 | 4.07 | |
| 0.1340 | 2.20 | |
| 0.5911 | 3.02 | |
| 7.2579 | 2.03 | |
| -15.4925 | -2.43 | |
| 19.6716 | 3.10 |
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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