LHA Market State Tactical Beta ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.17% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0845 | 6.52 | |
| 0.0620 | 3.09 | |
| 0.9125 | 31.39 | |
| 0.0100 | 0.21 |
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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