AlphaDroid Defensive Sector Rotation ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.28%
decreased by 0.97%
1 Week
15.40%
decreased by 0.85%
1 Month
15.57%
decreased by 0.68%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3182 | 4.53 | |
| 0.1270 | 1.49 | |
| 0.6784 | 3.48 | |
| 1.3012 | 0.21 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
Other AlphaDroid Defensive Sector Rotation ETF Analyses
Other Spline-GARCH Analyses on ETFs