Themes US Infrastructure ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.47% (-10.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3577 | 2.49 | |
| 0.2195 | 1.25 | |
| 0.0000 | 0.00 | |
| 24.5381 | 1.96 | |
| -43.2030 | -2.29 | |
| 30.1114 | 2.62 | |
| -16.3472 | -1.72 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Themes US Infrastructure ETF Analyses
Other Spline-GARCH Analyses on ETFs