Rayliant Wilshire NxtGen US Large Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.92% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0816 | 4.74 | |
| 0.1131 | 2.23 | |
| 0.7184 | 8.94 | |
| 0.8720 | 0.30 | |
| -4.0538 | -0.90 | |
| 6.1530 | 2.20 | |
| -4.4304 | -1.84 | |
| 4.0509 | 1.35 | |
| -7.1429 | -1.95 | |
| 18.7981 | 4.35 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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