SGI Enhanced Core ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.11% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1702 | 1.43 | |
| 0.3027 | 4.22 | |
| 0.6473 | 8.39 | |
| 3.3834 | 0.92 | |
| -9.9085 | -1.50 | |
| 16.4774 | 1.87 |
Estimation Period:
Feb 29, 2024 to Feb 6, 2026
Feb 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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