SP Funds S&P World EX US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.78% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8962 | 9.24 | |
| 0.1119 | 1.35 | |
| 0.6656 | 3.98 | |
| -0.0479 | -0.92 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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