Themes Transatlantc Dfns ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.20% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5823 | 3.03 | |
| 0.1208 | 1.64 | |
| 0.5889 | 1.67 | |
| -7.8457 | -1.96 | |
| 14.8358 | 2.34 |
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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