SRH US Quality GARP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.22% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4550 | 6.33 | |
| 0.0924 | 1.95 | |
| 0.7320 | 6.98 | |
| 0.6554 | 2.61 | |
| -0.9856 | -2.04 |
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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