Swan Hedged Equity US Large Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.38% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9644 | 8.62 | |
| 0.0885 | 3.58 | |
| 0.8401 | 19.17 | |
| -0.0348 | -1.08 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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