Counterpoint High Yield Trend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.23% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1912 | 3.93 | |
| 0.1357 | 2.35 | |
| 0.5533 | 4.97 | |
| -1.1646 | -1.57 | |
| 3.3330 | 3.02 | |
| -3.6980 | -5.05 | |
| 1.9616 | 2.30 | |
| -0.8611 | -0.71 | |
| 0.7903 | 0.79 |
Estimation Period:
Jan 22, 2020 to Feb 13, 2026
Jan 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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