Thrivent Small-Mid Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.48% (+4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2532 | 5.33 | |
| 0.0583 | 1.62 | |
| 0.8582 | 11.59 | |
| 0.6097 | 2.05 | |
| -1.0895 | -1.78 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thrivent Small-Mid Cap Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs