TrueShares Structured Outcome December ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.27% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0995 | 4.35 | |
| 0.1192 | 2.83 | |
| 0.7349 | 10.62 | |
| 2.6887 | 3.76 | |
| -5.0377 | -5.11 | |
| 3.8029 | 6.44 | |
| -1.8182 | -3.09 | |
| 0.3491 | 0.76 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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