3Edge Dynamic US Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.50% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7908 | 3.46 | |
| 0.1406 | 1.52 | |
| 0.4845 | 1.01 | |
| 0.6196 | 0.02 | |
| 15.6162 | 0.45 | |
| -67.8126 | -2.70 | |
| 112.8812 | 3.82 | |
| -104.0138 | -3.75 | |
| 78.3733 | 2.37 |
Estimation Period:
Oct 3, 2024 to Feb 6, 2026
Oct 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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