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V-Lab

CrossingBridge Ultra-Short Duration ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.27% (+0.70%)
Analysis last updated: Friday, February 6, 2026 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CrossingBridge Ultra-Short Duration ETF SGARCH
paramt-stat
ω3.14241.54
α0.35414.59
β0.00000.00
γ116.72972.48
γ2-13.3677-1.16
γ3-5.0453-0.38
γ4-0.5728-0.04
γ52.86600.38
γ6-1.4975-0.44
γ79.06711.98
γ8-18.3861-3.04
γ930.22543.54
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts