Q3 All-Season Active Rotation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.78% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0342 | 3.56 | |
| 0.1004 | 1.94 | |
| 0.6471 | 3.34 | |
| 3.0720 | 0.52 | |
| -4.3347 | -0.53 | |
| 5.4061 | 1.03 | |
| -12.4925 | -2.56 | |
| 23.3492 | 4.44 | |
| -35.8338 | -3.69 | |
| 40.3868 | 3.39 | |
| -27.9627 | -3.59 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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