Trueshares Qrtrly BR HDG ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.50% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5979 | 2.02 | |
| 0.4830 | 3.91 | |
| 0.1686 | 1.42 | |
| -91.5134 | -1.54 | |
| 172.0813 | 1.85 | |
| -165.8571 | -2.43 | |
| 206.9922 | 3.78 | |
| -282.3337 | -4.57 | |
| 278.1363 | 4.30 | |
| -166.2312 | -3.09 | |
| 109.2661 | 2.43 | |
| -103.7854 | -4.20 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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