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V-Lab

CrossingBridge Ultra-Short Duration ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.41% (-0.65%)
Analysis last updated: Tuesday, February 10, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CrossingBridge Ultra-Short Duration ETF S0GARCH
paramt-stat
ω8.35441.77
α0.31144.80
β0.57184.15
γ133.57725.88
γ2-37.1644-4.18
γ36.00610.83
γ41.39360.16
γ5-13.7792-0.79
γ615.95890.77
γ7-8.1625-0.55
γ810.98231.10
γ9-16.5529-1.38
γ107.76630.75
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts