Stratified Largecap Index Etf Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.03% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8667 | 5.72 | |
| 0.1449 | 5.75 | |
| 0.8179 | 29.84 | |
| -0.0018 | -0.34 |
Estimation Period:
Jan 4, 2019 to Feb 6, 2026
Jan 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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