Relative Sentiment Tactical Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.41% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6562 | 3.94 | |
| 0.0762 | 1.99 | |
| 0.5711 | 2.55 | |
| -8.8151 | -3.99 | |
| 11.9881 | 3.98 | |
| -3.7665 | -2.22 | |
| 1.6023 | 0.90 | |
| -2.7050 | -1.23 | |
| 9.3168 | 2.19 |
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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