Themes Transatlantc Dfns ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.31% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 4.29 | |
| 0.2599 | 9.20 | |
| 0.8330 | 45.91 | |
| -0.1784 | -4.30 |
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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