Anfield US Equity Sector Rotation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.62% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0040 | 4.56 | |
| 0.1399 | 4.62 | |
| 0.7314 | 14.64 | |
| -1.5765 | -1.99 | |
| 3.6359 | 3.02 | |
| -3.8629 | -4.78 | |
| 2.6251 | 3.20 | |
| -0.1250 | -0.10 | |
| -1.4467 | -1.09 |
Estimation Period:
Dec 17, 2019 to Feb 13, 2026
Dec 17, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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