Return Stacked Bonds & Managed Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.90% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1156 | 3.20 | |
| 0.1516 | 1.89 | |
| 0.5490 | 2.80 | |
| 1.8476 | 1.85 | |
| -3.0839 | -2.18 | |
| 3.3687 | 2.63 |
Estimation Period:
Feb 8, 2023 to Feb 6, 2026
Feb 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Return Stacked Bonds & Managed Futures ETF Analyses
Other Spline-GARCH Analyses on ETFs