Nicholas Fixed Income Alternative ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.05% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8553 | 2.28 | |
| 0.0964 | 1.68 | |
| 0.5859 | 2.94 | |
| 12.2633 | 2.33 | |
| -18.7856 | -2.57 | |
| 10.5544 | 2.84 | |
| -5.0155 | -1.65 | |
| -2.9495 | -0.99 | |
| 10.8717 | 2.13 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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