SP Funds S&P Global Reit Sharia Etf Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.62% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9319 | 6.51 | |
| 0.1175 | 2.46 | |
| 0.3784 | 1.09 | |
| 2.0984 | 3.94 | |
| -3.7584 | -4.65 | |
| 2.3695 | 4.25 | |
| -1.0927 | -2.48 | |
| 0.6483 | 2.24 |
Estimation Period:
Dec 30, 2020 to Feb 13, 2026
Dec 30, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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