Palmer Square Credit OPP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9766 | 1.31 | |
| 0.0000 | 0.00 | |
| 0.4609 | 0.15 | |
| -82.9082 | -0.63 | |
| 134.3787 | 0.80 | |
| -104.9527 | -1.94 | |
| 89.7657 | 0.96 | |
| -19.3987 | -0.20 | |
| -105.9642 | -0.89 | |
| 254.8873 | 2.03 | |
| -318.4478 | -2.27 | |
| 241.8464 | 1.77 | |
| -117.8062 | -1.82 |
Estimation Period:
Sep 12, 2024 to Feb 13, 2026
Sep 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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