Horizon Kinetics Spac Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.02% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1144 | 1.96 | |
| 0.9976 | 192.11 | |
| 0.0000 | 0.00 | |
| -12.8781 | -0.82 | |
| 5.7717 | 0.25 | |
| 37.1476 | 2.13 | |
| -97.9677 | -3.65 | |
| 152.6963 | 4.63 | |
| -137.4791 | -4.57 | |
| 55.6287 | 1.69 | |
| 19.8910 | 0.60 | |
| -40.5430 | -1.91 | |
| 20.6794 | 1.93 |
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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