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V-Lab

Palmer Square Credit OPP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.85% (+0.40%)
Analysis last updated: Thursday, February 12, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Palmer Square Credit OPP ETF SGARCH
paramt-stat
ω0.91071.74
α0.12871.17
β0.00000.00
γ1-93.9711-0.82
γ2164.30781.12
γ3-151.7150-2.84
γ4138.11611.40
γ5-54.3896-0.55
γ6-78.8197-0.66
γ7247.21221.93
γ8-375.0242-2.61
γ9417.07392.57
γ10-534.3861-2.35
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts