Horizon Kinetics Spac Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.36% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9462 | 38.35 | |
| 0.9989 | 236.44 | |
| 0.0000 | 0.00 | |
| -15.7640 | -1.02 | |
| 9.3832 | 0.41 | |
| 36.3964 | 2.11 | |
| -98.2695 | -3.70 | |
| 153.4105 | 4.69 | |
| -138.0022 | -4.62 | |
| 55.0778 | 1.69 | |
| 22.7489 | 0.69 | |
| -47.4213 | -2.19 | |
| 35.7608 | 2.22 |
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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