S&P 500 Struct ALT ETF - OCT AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.40% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -14.51 | |
| 0.0507 | 15.39 | |
| 0.9350 | 289.37 | |
| 0.2862 | 35.49 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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