Themes Natural Monopoly ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.67% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0155 | -0.63 | |
| 0.1697 | 8.86 | |
| 0.8907 | 61.01 | |
| -0.2270 | -7.99 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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