Virtus Reaves Utilities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.37% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9233 | 5.78 | |
| 0.0648 | 3.65 | |
| 0.8951 | 39.46 | |
| 0.0461 | 2.02 | |
| -0.0663 | -2.29 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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