SGI Enhanced Core ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.48% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4773 | 1.90 | |
| 0.3808 | 6.23 | |
| 0.6142 | 9.26 | |
| -4.4057 | -1.63 | |
| 5.4181 | 1.70 |
Estimation Period:
Feb 29, 2024 to Feb 13, 2026
Feb 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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