Day Hagan Smart Sector International ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.48% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4742 | 7.70 | |
| 0.1103 | 1.43 | |
| 0.7028 | 5.34 | |
| 0.4043 | 3.29 | |
| -0.4782 | -2.97 |
Estimation Period:
Jul 4, 2022 to Feb 13, 2026
Jul 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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