Breakwave Tanker Shipping ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.37% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2701 | 5.11 | |
| 0.1841 | 2.29 | |
| 0.6832 | 6.53 | |
| 0.5514 | 3.13 |
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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