CrossingBridge Ultra-Short Duration ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.41% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3544 | 1.77 | |
| 0.3114 | 4.80 | |
| 0.5718 | 4.15 | |
| 33.5772 | 5.88 | |
| -37.1644 | -4.18 | |
| 6.0061 | 0.83 | |
| 1.3936 | 0.16 | |
| -13.7792 | -0.79 | |
| 15.9589 | 0.77 | |
| -8.1625 | -0.55 | |
| 10.9823 | 1.10 | |
| -16.5529 | -1.38 | |
| 7.7663 | 0.75 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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