Obra Opportnstc Strctrd Prdc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.25% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7943 | 3.39 | |
| 0.2139 | 2.65 | |
| 0.0000 | 0.00 | |
| -17.4523 | -1.51 | |
| 22.8366 | 1.40 | |
| 11.2381 | 0.86 | |
| -36.4225 | -2.14 | |
| 33.0982 | 1.87 | |
| -36.0677 | -1.58 |
Estimation Period:
Apr 10, 2024 to Feb 6, 2026
Apr 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Obra Opportnstc Strctrd Prdc Analyses
Other Spline-GARCH Analyses on ETFs