Applied Finance Valuation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.52% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4146 | 4.25 | |
| 0.1095 | 2.60 | |
| 0.7893 | 11.05 | |
| -1.6037 | -5.10 | |
| 2.3054 | 4.90 | |
| -1.2206 | -2.23 |
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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