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S&P 500 Struct ALT ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.51% (0.00%)
Analysis last updated: Monday, February 9, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of S&P 500 Struct ALT ETF - OCT SGARCH
paramt-stat
ω0.90504.13
α0.00000.00
β0.97568.11
γ12.85530.02
γ2-15.3108-0.11
γ381.02881.56
γ4-194.2570-3.75
γ5204.95973.57
γ6-135.9525-2.34
γ7157.19733.17
γ8-209.1395-4.69
γ9234.55974.56
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts