Convergence Long/short Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.77% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3659 | 6.52 | |
| 0.0658 | 2.45 | |
| 0.8649 | 14.30 | |
| 0.3894 | 3.58 | |
| -0.4911 | -3.61 |
Estimation Period:
Feb 22, 2022 to Feb 13, 2026
Feb 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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