Virtus Private Credit Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.97% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7483 | 3.52 | |
| 0.3001 | 3.97 | |
| 0.5494 | 7.44 | |
| 3.3961 | 3.37 | |
| -6.0285 | -4.04 | |
| 4.8777 | 4.66 | |
| -4.1176 | -3.49 | |
| 2.2136 | 1.81 | |
| 0.8990 | 0.81 | |
| -1.9781 | -1.07 |
Estimation Period:
Feb 8, 2019 to Feb 13, 2026
Feb 8, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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