Palmer Square Credit OPP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.85% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9107 | 1.74 | |
| 0.1287 | 1.17 | |
| 0.0000 | 0.00 | |
| -93.9711 | -0.82 | |
| 164.3078 | 1.12 | |
| -151.7150 | -2.84 | |
| 138.1161 | 1.40 | |
| -54.3896 | -0.55 | |
| -78.8197 | -0.66 | |
| 247.2122 | 1.93 | |
| -375.0242 | -2.61 | |
| 417.0739 | 2.57 | |
| -534.3861 | -2.35 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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