TrueShares Structured Outcome March ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.07% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1439 | 5.69 | |
| 0.1100 | 3.04 | |
| 0.7343 | 10.11 | |
| 7.1658 | 3.47 | |
| -10.0313 | -3.15 | |
| 0.9291 | 0.39 | |
| 4.8928 | 2.21 | |
| -4.9880 | -2.39 | |
| 6.0593 | 2.60 | |
| -10.4256 | -3.01 | |
| 15.5591 | 3.07 |
Estimation Period:
Mar 1, 2021 to Feb 6, 2026
Mar 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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