Anfield US Equity Sector Rotation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.68% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0149 | 4.24 | |
| 0.1403 | 4.55 | |
| 0.7539 | 15.06 | |
| -1.7267 | -2.00 | |
| 3.9782 | 3.05 | |
| -4.3974 | -5.23 | |
| 3.6785 | 5.47 | |
| -2.5108 | -3.92 | |
| 4.2039 | 2.44 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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