FT VT US SM CP MO B ETF NOV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.31% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0905 | 3.03 | |
| 0.1248 | 2.22 | |
| 0.7519 | 7.96 | |
| -0.0058 | -0.00 | |
| 4.7645 | 0.92 | |
| -9.9373 | -2.50 | |
| 6.9650 | 2.36 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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