Microsectors OIL & G Etns DU Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:59.42% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1318 | 8.78 | |
| 0.0721 | 1.14 | |
| 0.6956 | 3.59 | |
| -0.9519 | -4.02 | |
| 1.7405 | 4.31 | |
| -1.3560 | -2.46 |
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Nov 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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