Natixis Vaughan Nelson Select ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.28% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0637 | 5.86 | |
| 0.1087 | 4.20 | |
| 0.8489 | 26.81 | |
| 0.0140 | 0.38 |
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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