Thrivent Small-Mid Cap Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (+4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9196 | 6.73 | |
| 0.0624 | 2.00 | |
| 0.8856 | 18.96 | |
| -0.0151 | -0.48 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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