Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5062 | 4.21 | |
| 0.1999 | 5.08 | |
| 0.6865 | 15.22 | |
| -0.6690 | -1.17 | |
| 0.2596 | 0.30 | |
| 1.3108 | 2.28 | |
| -1.7236 | -3.22 | |
| 2.5493 | 1.73 |
Estimation Period:
Nov 4, 2019 to Feb 13, 2026
Nov 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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