Themes Transatlantc Dfns ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.24% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9934 | 3.80 | |
| 0.0794 | 1.53 | |
| 0.6239 | 1.54 | |
| 17.7800 | 1.84 | |
| -39.0407 | -2.23 | |
| 38.9423 | 2.74 | |
| -23.7073 | -3.09 |
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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