Applied Finance Valuation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.08% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9521 | 5.37 | |
| 0.1004 | 3.82 | |
| 0.8721 | 28.32 | |
| -0.0052 | -0.32 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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