Q3 All-Season Active Rotation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.55% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0248 | 3.59 | |
| 0.0969 | 1.94 | |
| 0.6500 | 3.34 | |
| 3.0858 | 0.53 | |
| -4.3663 | -0.53 | |
| 5.4363 | 1.04 | |
| -12.4675 | -2.58 | |
| 23.2069 | 4.34 | |
| -35.4524 | -3.45 | |
| 39.3014 | 2.95 | |
| -25.0803 | -2.03 |
Estimation Period:
Dec 7, 2022 to Feb 13, 2026
Dec 7, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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