AAM S&P 500 High Dividend Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.13% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7502 | 6.39 | |
| 0.1574 | 6.25 | |
| 0.8036 | 28.48 | |
| -0.0075 | -1.98 |
Estimation Period:
Nov 29, 2017 to Feb 6, 2026
Nov 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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