Virtus Duff & Phelps Clean Energy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.70% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5411 | 7.81 | |
| 0.0512 | 1.56 | |
| 0.5995 | 2.15 | |
| -2.2931 | -6.26 | |
| 2.9496 | 5.52 | |
| -0.6424 | -1.62 | |
| 0.2773 | 0.42 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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