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Q3 All-Season Active Rotation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.55% (-0.78%)
Analysis last updated: Friday, February 13, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Q3 All-Season Active Rotation ETF SGARCH
paramt-stat
ω1.02483.59
α0.09691.94
β0.65003.34
γ13.08580.53
γ2-4.3663-0.53
γ35.43631.04
γ4-12.4675-2.58
γ523.20694.34
γ6-35.4524-3.45
γ739.30142.95
γ8-25.0803-2.03
Estimation Period:
Dec 7, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts