TrueShares Structured Outcome January ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.09% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0806 | 4.85 | |
| 0.1183 | 2.91 | |
| 0.7521 | 11.55 | |
| 3.0152 | 4.11 | |
| -5.6341 | -5.41 | |
| 4.1095 | 6.51 | |
| -1.7250 | -2.71 | |
| -0.2883 | -0.23 |
Estimation Period:
Jan 5, 2021 to Feb 6, 2026
Jan 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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