S&P 500 Structur ALT ETF NOV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.76% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7520 | 3.83 | |
| 0.1172 | 0.91 | |
| 0.0000 | 0.00 | |
| 17.2556 | 1.66 | |
| -51.0605 | -2.98 | |
| 62.4098 | 4.68 | |
| -36.7059 | -4.31 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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