Purpose Strategic Yield Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.71% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4712 | 3.23 | |
| 0.1054 | 3.65 | |
| 0.8233 | 15.37 | |
| -4.2427 | -3.64 | |
| 6.4232 | 3.74 | |
| -2.8970 | -2.84 | |
| 0.7471 | 0.90 | |
| 0.0819 | 0.15 |
Estimation Period:
Apr 6, 2018 to Feb 6, 2026
Apr 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Strategic Yield Fund Analyses
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