Themes Cybersecurity ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.38% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 3.20 | |
| 0.0894 | 6.25 | |
| 0.8479 | 45.98 | |
| -0.1914 | -14.18 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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