Themes US Infrastructure ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.36% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 0.80 | |
| -0.0380 | -3.63 | |
| 0.9756 | 151.14 | |
| -0.1259 | -12.04 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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