SPAC & New Issue ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.76% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 8.17 | |
| 0.5049 | 13.92 | |
| 0.6323 | 37.46 | |
| 0.0175 | 1.28 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SPAC & New Issue ETF Analyses
Other AGARCH Analyses on ETFs