SP Funds Dow Jones Global Sukuk ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.29% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 8.04 | |
| 0.1362 | 17.57 | |
| 0.8409 | 87.86 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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