S&P 500 Struct ALT ETF - OCT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.53% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8091 | 3.97 | |
| 0.0613 | 1.14 | |
| 0.7665 | 3.50 | |
| 18.9582 | 1.66 | |
| -45.3160 | -2.50 | |
| 44.5983 | 3.80 | |
| -22.2931 | -3.28 |
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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