Return Stacked Bonds & Managed Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.60% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7816 | 5.21 | |
| 0.1903 | 2.12 | |
| 0.5533 | 3.38 | |
| -0.0643 | -1.58 |
Estimation Period:
Feb 8, 2023 to Feb 13, 2026
Feb 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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