Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.70% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 14.58 | |
| 0.1645 | 15.83 | |
| 0.7397 | 78.06 |
Estimation Period:
Nov 4, 2019 to Feb 6, 2026
Nov 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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