LeaderShares AlphaFactor US Core Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.30% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9437 | 4.42 | |
| 0.1565 | 6.46 | |
| 0.8134 | 30.42 | |
| 0.0036 | 0.15 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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