FT VT US SM CP MO B ETF NOV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.76% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1947 | 4.39 | |
| 0.1279 | 2.23 | |
| 0.7341 | 7.80 | |
| 2.5164 | 3.21 | |
| -5.1319 | -3.43 |
Estimation Period:
Nov 20, 2023 to Feb 13, 2026
Nov 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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