Themes Transatlantc Dfns ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.21% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4480 | 5.83 | |
| 0.2546 | 5.61 | |
| 0.4892 | 7.81 | |
| 0.6208 | 7.62 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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