Themes US Infrastructure ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.59% (-10.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3511 | 2.49 | |
| 0.2170 | 1.24 | |
| 0.0000 | 0.00 | |
| 24.1847 | 1.95 | |
| -42.3947 | -2.29 | |
| 28.6885 | 2.73 | |
| -12.7558 | -2.42 |
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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