Counterpoint High Yield Trend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.66% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2391 | 4.04 | |
| 0.1311 | 2.30 | |
| 0.5150 | 4.33 | |
| -1.0889 | -1.50 | |
| 3.2326 | 2.99 | |
| -3.5740 | -4.83 | |
| 1.6288 | 1.72 | |
| -0.1200 | -0.08 | |
| -1.0672 | -0.56 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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