Convergence Long/short Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.39% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5337 | 7.53 | |
| 0.0689 | 1.95 | |
| 0.8133 | 9.14 | |
| 0.6195 | 4.23 | |
| -1.0247 | -3.32 |
Estimation Period:
Feb 22, 2022 to Feb 6, 2026
Feb 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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