Day Hagan Smart Sector ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.44% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1886 | 5.49 | |
| 0.1372 | 4.07 | |
| 0.7992 | 17.75 | |
| 0.0148 | 1.49 |
Estimation Period:
Jan 20, 2020 to Feb 6, 2026
Jan 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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