LHA Market State Tactical Beta ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.12% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0777 | 6.56 | |
| 0.0618 | 3.08 | |
| 0.9125 | 31.33 | |
| 0.0070 | 0.60 |
Estimation Period:
Oct 20, 2020 to Feb 6, 2026
Oct 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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