Day Hagan Smart Sector International ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.62% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5421 | 7.49 | |
| 0.1101 | 1.41 | |
| 0.6771 | 4.54 | |
| 0.5400 | 2.81 | |
| -0.8047 | -1.81 |
Estimation Period:
Jul 4, 2022 to Feb 6, 2026
Jul 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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