Principal US Mega-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.99% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8069 | 4.53 | |
| 0.1440 | 5.98 | |
| 0.8238 | 32.04 | |
| -0.0059 | -1.21 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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