Virtus WMC International Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5231 | 2.46 | |
| 0.0594 | 2.38 | |
| 0.9005 | 18.53 | |
| 3.2006 | 1.78 | |
| -2.8199 | -0.74 | |
| -2.5567 | -0.60 | |
| 3.6185 | 1.04 | |
| -1.2628 | -0.58 | |
| -1.5449 | -1.11 | |
| 2.9078 | 2.26 | |
| -2.3914 | -1.88 | |
| 1.0443 | 1.23 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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