NBI Liquid Alternatives ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.19% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4544 | 7.23 | |
| 0.1616 | 3.00 | |
| 0.4842 | 4.37 | |
| -0.6107 | -4.03 | |
| 0.7956 | 3.10 | |
| -0.0654 | -0.26 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NBI Liquid Alternatives ETF Analyses
Other Spline-GARCH Analyses on ETFs