Toews Agility Shares Managed Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.85% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2047 | 1.77 | |
| 0.2622 | 3.89 | |
| 0.5880 | 7.43 | |
| 3.4868 | 2.57 | |
| -4.6298 | -2.63 | |
| 1.5126 | 1.98 | |
| -0.4666 | -0.69 | |
| 0.3542 | 0.31 |
Estimation Period:
Jun 25, 2020 to Feb 6, 2026
Jun 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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