Reverb ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.18% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 4.02 | |
| 0.0791 | 2.16 | |
| 0.8652 | 15.69 | |
| 0.0883 | 0.54 |
Estimation Period:
Nov 4, 2022 to Feb 6, 2026
Nov 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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