S&P 500 Struct ALT ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.51% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9050 | 4.13 | |
| 0.0000 | 0.00 | |
| 0.9756 | 8.11 | |
| 2.8553 | 0.02 | |
| -15.3108 | -0.11 | |
| 81.0288 | 1.56 | |
| -194.2570 | -3.75 | |
| 204.9597 | 3.57 | |
| -135.9525 | -2.34 | |
| 157.1973 | 3.17 | |
| -209.1395 | -4.69 | |
| 234.5597 | 4.56 |
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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