Principal US Mega-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.99% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7689 | 4.59 | |
| 0.1435 | 5.87 | |
| 0.8229 | 31.70 | |
| -0.0129 | -0.78 |
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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