Horizon Kinetics Spac Active ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.63% (+10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 8.81 | |
| 2.0000 | 11.95 | |
| 0.2690 | 18.38 | |
| -0.0337 | -6.27 |
Estimation Period:
Jan 27, 2023 to Feb 6, 2026
Jan 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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