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	param	t-stat
$ω$	0.7949	4.43
$α$	0.1697	3.95
$β$	0.7219	12.60
$γ_{1}$	-0.1431	-2.47
$γ_{2}$	0.1889	2.67

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iMGP DBi Managed Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.24% (+7.45%)

Date Range:

Parameter Estimates

News Impact Curve

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