Natixis Vaughan Nelson Select ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.08% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0351 | 6.52 | |
| 0.1089 | 4.20 | |
| 0.8480 | 26.70 | |
| 0.0021 | 0.19 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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