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	param	t-stat
$ω$	1.1146	5.80
$α$	0.1679	8.65
$β$	0.7925	43.42
$γ_{1}$	0.0582	0.91
$γ_{2}$	-0.1750	-1.58
$γ_{3}$	0.2648	2.67
$γ_{4}$	-0.2641	-2.51
$γ_{5}$	0.1705	1.27
$γ_{6}$	-0.1340	-0.85
$γ_{7}$	0.2431	2.15
$γ_{8}$	-0.4613	-6.86
$γ_{9}$	0.4985	9.15

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Amplify Samsung Sofr ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.36% (-0.05%)

Date Range:

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News Impact Curve

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