SP Funds S&P Global Reit Sharia Etf Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.48% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9208 | 6.65 | |
| 0.1238 | 2.76 | |
| 0.2821 | 0.75 | |
| 2.0283 | 3.87 | |
| -3.5875 | -4.53 | |
| 2.0471 | 3.75 | |
| -0.3814 | -0.75 | |
| -1.2377 | -1.43 |
Estimation Period:
Dec 30, 2020 to Feb 6, 2026
Dec 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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