Return Stacked BDS & FUT YLD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.90% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4463 | 4.28 | |
| 0.1480 | 2.07 | |
| 0.4652 | 1.95 | |
| -6.6963 | -3.54 | |
| 10.0517 | 3.24 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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