Carbon Clct SHT Dura GRN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.13% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9225 | 3.99 | |
| 0.7945 | 14.77 | |
| 0.1997 | 3.68 | |
| 29.2491 | 0.50 | |
| -84.4799 | -0.99 | |
| 88.0893 | 1.50 | |
| -15.2872 | -0.22 | |
| -60.0955 | -0.57 | |
| 39.7991 | 0.33 | |
| 110.0136 | 0.94 | |
| -282.1703 | -2.33 | |
| 353.2365 | 3.32 | |
| -430.2386 | -2.50 |
Estimation Period:
Apr 15, 2024 to Feb 6, 2026
Apr 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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