Day Hagan Smart Sector ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.42% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3782 | 4.87 | |
| 0.1391 | 4.21 | |
| 0.7977 | 18.24 | |
| 0.0575 | 1.75 |
Estimation Period:
Jan 20, 2020 to Feb 6, 2026
Jan 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Day Hagan Smart Sector ETF Analyses
Other Spline-GARCH Analyses on ETFs