Relative Sentiment Tactical Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.23% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6303 | 3.38 | |
| 0.0578 | 1.60 | |
| 0.5415 | 1.71 | |
| -10.1922 | -1.80 | |
| 3.4947 | 0.43 | |
| 15.6191 | 2.53 | |
| -15.5276 | -2.89 | |
| 14.2145 | 2.97 | |
| -14.9109 | -2.85 | |
| 15.3461 | 2.90 | |
| -17.6217 | -3.09 | |
| 22.4050 | 3.12 | |
| -20.4168 | -3.08 |
Estimation Period:
May 19, 2022 to Feb 6, 2026
May 19, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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