Touchstone Sands Capi US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.33% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7018 | 3.73 | |
| 0.0570 | 1.10 | |
| 0.7292 | 2.59 | |
| -27.6897 | -2.65 | |
| 43.9481 | 2.97 | |
| -21.0951 | -3.45 |
Estimation Period:
Jan 3, 2025 to Feb 6, 2026
Jan 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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