WBI BullBear Value 3000 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.03% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1122 | 8.42 | |
| 0.1507 | 4.35 | |
| 0.6351 | 8.99 | |
| 0.1274 | 3.79 | |
| -0.2002 | -3.72 | |
| 0.1227 | 2.55 |
Estimation Period:
Aug 27, 2014 to Feb 6, 2026
Aug 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other WBI BullBear Value 3000 ETF Analyses
Other Spline-GARCH Analyses on ETFs