CrossingBridge Ultra-Short Duration ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.27% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1424 | 1.54 | |
| 0.3541 | 4.59 | |
| 0.0000 | 0.00 | |
| 16.7297 | 2.48 | |
| -13.3677 | -1.16 | |
| -5.0453 | -0.38 | |
| -0.5728 | -0.04 | |
| 2.8660 | 0.38 | |
| -1.4975 | -0.44 | |
| 9.0671 | 1.98 | |
| -18.3861 | -3.04 | |
| 30.2254 | 3.54 |
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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