Purpose Credit Opportun Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.87% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1008 | 4.93 | |
| 0.2246 | 3.19 | |
| 0.0769 | 0.57 | |
| -0.1916 | -1.33 | |
| 0.4490 | 1.89 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Credit Opportun Fund Analyses
Other Spline-GARCH Analyses on ETFs