Themes Cybersecurity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.57% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8810 | 6.83 | |
| 0.0956 | 1.71 | |
| 0.8030 | 9.57 | |
| -0.0673 | -1.03 |
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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