SGI Dynamic Tactical ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.15% (+12.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8352 | 3.37 | |
| 0.2894 | 2.55 | |
| 0.0477 | 0.32 | |
| 5.7794 | 1.05 | |
| -9.1916 | -1.20 | |
| 4.1104 | 0.78 | |
| 3.0303 | 0.45 | |
| -20.4467 | -2.55 | |
| 36.0151 | 4.65 | |
| -25.7577 | -4.59 |
Estimation Period:
Mar 30, 2023 to Feb 6, 2026
Mar 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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