Breakwave Tanker Shipping ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.06% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5240 | 5.21 | |
| 0.1852 | 2.63 | |
| 0.6911 | 7.29 | |
| 1.2885 | 3.80 | |
| -1.6755 | -3.81 |
Estimation Period:
May 3, 2023 to Feb 6, 2026
May 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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