Sequoia Global Value ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.30%
increased by 0.02%
1 Week
12.57%
increased by 0.29%
1 Month
12.88%
increased by 0.60%
Analysis last updated: Friday, May 22, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8067 | 6.99 | |
| 0.1216 | 1.26 | |
| 0.6542 | 3.82 | |
| -0.1107 | -0.46 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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