SGI Dynamic Tactical ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.56% (+8.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6597 | 3.85 | |
| 0.2318 | 2.24 | |
| 0.0000 | 0.00 | |
| -1.4185 | -0.84 | |
| 3.1171 | 1.26 | |
| -8.2002 | -3.90 | |
| 19.5560 | 6.65 |
Estimation Period:
Mar 30, 2023 to Feb 6, 2026
Mar 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SGI Dynamic Tactical ETF Analyses
Other Spline-GARCH Analyses on ETFs