3Edge Dynamic US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.65% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7348 | 4.12 | |
| 0.1962 | 1.85 | |
| 0.0000 | 0.00 | |
| 1.3175 | 0.06 | |
| 13.9606 | 0.47 | |
| -68.4638 | -2.71 | |
| 114.3977 | 3.89 | |
| -96.8220 | -3.93 | |
| 45.9067 | 2.79 |
Estimation Period:
Oct 3, 2024 to Feb 6, 2026
Oct 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other 3Edge Dynamic US Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs