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Relative Sentiment Tactical Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.23% (-0.88%)
Analysis last updated: Tuesday, February 10, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Relative Sentiment Tactical Allocation ETF S0GARCH
paramt-stat
ω0.63033.38
α0.05781.60
β0.54151.71
γ1-10.1922-1.80
γ23.49470.43
γ315.61912.53
γ4-15.5276-2.89
γ514.21452.97
γ6-14.9109-2.85
γ715.34612.90
γ8-17.6217-3.09
γ922.40503.12
γ10-20.4168-3.08
Estimation Period:
May 19, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts