Trueshares Qrtrly BR HDG ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.66% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5987 | 1.97 | |
| 0.5016 | 4.06 | |
| 0.1815 | 1.57 | |
| -95.3260 | -1.59 | |
| 179.1755 | 1.90 | |
| -173.0803 | -2.50 | |
| 215.5529 | 3.89 | |
| -293.9706 | -4.72 | |
| 298.6629 | 4.61 | |
| -208.5348 | -3.75 | |
| 194.8587 | 2.55 | |
| -333.9108 | -2.08 |
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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