Brompton Split Corp Pref SHS Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.44% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2477 | 4.32 | |
| 0.3064 | 3.01 | |
| 0.3026 | 1.54 | |
| 1.4507 | 2.48 | |
| -2.5462 | -1.97 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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