AAM S&P 500 High Dividend Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.53% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6897 | 5.66 | |
| 0.1571 | 6.09 | |
| 0.8001 | 26.41 | |
| -0.0198 | -1.09 |
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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