Nicholas Fixed Income Alternative ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.22% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7136 | 1.99 | |
| 0.1220 | 2.14 | |
| 0.6125 | 4.24 | |
| 6.3642 | 1.67 | |
| -10.1920 | -1.99 | |
| 7.2782 | 2.83 | |
| -7.2765 | -3.66 | |
| 5.2884 | 3.53 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nicholas Fixed Income Alternative ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs