SRH US Quality GARP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.35% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4004 | 6.58 | |
| 0.0922 | 1.93 | |
| 0.7489 | 8.21 | |
| 0.5188 | 2.98 | |
| -0.6381 | -2.93 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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