Stratified Largecap Index Etf Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.98% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8330 | 5.24 | |
| 0.1433 | 5.67 | |
| 0.8183 | 29.39 | |
| -0.0103 | -0.39 |
Estimation Period:
Jan 4, 2019 to Feb 13, 2026
Jan 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Stratified Largecap Index Etf Analyses
Other Spline-GARCH Analyses on ETFs