Virtus Newfleet Securitized Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.88% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5167 | 4.84 | |
| 0.2478 | 3.13 | |
| 0.1511 | 1.24 | |
| 3.5030 | 3.12 | |
| -5.9447 | -3.71 | |
| 2.6974 | 2.65 | |
| -0.3677 | -0.38 | |
| 1.7081 | 1.62 | |
| -5.4136 | -3.12 |
Estimation Period:
Feb 10, 2021 to Feb 13, 2026
Feb 10, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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