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Q3 All-Season Active Rotation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.78% (+1.80%)
Analysis last updated: Thursday, February 12, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Q3 All-Season Active Rotation ETF S0GARCH
paramt-stat
ω1.03423.56
α0.10041.94
β0.64713.34
γ13.07200.52
γ2-4.3347-0.53
γ35.40611.03
γ4-12.4925-2.56
γ523.34924.44
γ6-35.8338-3.69
γ740.38683.39
γ8-27.9627-3.59
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts