MRP Synthequity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.37% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7385 | 0.38 | |
| 0.0000 | 0.00 | |
| 0.9952 | 0.05 | |
| 8.1665 | 0.01 | |
| 7.4851 | 0.03 | |
| -25.4231 | -0.13 |
Estimation Period:
Mar 11, 2025 to Feb 6, 2026
Mar 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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