Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.99% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5096 | 4.49 | |
| 0.1903 | 4.96 | |
| 0.6942 | 16.26 | |
| -0.6039 | -3.40 | |
| 1.0442 | 3.55 | |
| -0.6619 | -3.20 |
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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