SP Funds S&P 500 Sharia Industry Exclusions ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.63% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0718 | 4.63 | |
| 0.1049 | 4.62 | |
| 0.8687 | 33.28 | |
| 0.0073 | 0.72 |
Estimation Period:
Dec 18, 2019 to Feb 6, 2026
Dec 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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