WBI BullBear Value 3000 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.71% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0925 | 8.40 | |
| 0.1504 | 4.30 | |
| 0.6386 | 9.07 | |
| 0.1159 | 3.65 | |
| -0.1733 | -3.58 | |
| 0.0698 | 2.66 |
Estimation Period:
Aug 27, 2014 to Feb 6, 2026
Aug 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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