TrueShares Structured Outcome December ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.57% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1038 | 4.34 | |
| 0.1190 | 2.79 | |
| 0.7380 | 10.75 | |
| 2.7038 | 3.77 | |
| -5.0695 | -5.14 | |
| 3.8550 | 6.67 | |
| -1.9361 | -3.12 | |
| 0.6488 | 0.48 |
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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