MRP Synthequity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.94% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2651 | 2.75 | |
| 0.0000 | 0.00 | |
| 0.5274 | 0.20 | |
| -54.8488 | -1.72 | |
| 97.4452 | 2.14 | |
| -54.0375 | -1.56 | |
| 48.3737 | 0.84 | |
| -124.5303 | -1.09 |
Estimation Period:
Mar 11, 2025 to Feb 6, 2026
Mar 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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