Themes Natural Monopoly ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.45% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3017 | 10.02 | |
| 0.0613 | 2.82 | |
| 0.4126 | 8.67 | |
| 0.4134 | 3.72 |
Estimation Period:
Dec 13, 2023 to Feb 13, 2026
Dec 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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