S&P 500 Structur ALT ETF NOV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.82% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7507 | 3.81 | |
| 0.1169 | 0.91 | |
| 0.0000 | 0.00 | |
| 17.0973 | 1.58 | |
| -50.6615 | -2.78 | |
| 61.5834 | 3.83 | |
| -34.5229 | -1.78 |
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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