Virtus Newfleet Securitized Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.53% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5976 | 5.08 | |
| 0.2429 | 3.16 | |
| 0.1242 | 1.12 | |
| 6.2293 | 3.88 | |
| -9.6786 | -4.18 | |
| 4.1465 | 2.95 | |
| -1.9091 | -1.56 | |
| 3.1658 | 2.54 | |
| -2.8275 | -2.09 | |
| 0.7818 | 0.72 |
Estimation Period:
Feb 10, 2021 to Feb 6, 2026
Feb 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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