Lazard US Systematic SMA ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0397 | 2.17 | |
| 0.0000 | 0.00 | |
| 0.9115 | 1.23 | |
| 0.3850 | 0.08 |
Estimation Period:
Sep 15, 2025 to Feb 13, 2026
Sep 15, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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