SPAC & New Issue ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.69% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0783 | -4.54 | |
| 0.6404 | 21.29 | |
| 0.9050 | 104.56 | |
| 0.0028 | 0.15 |
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 EGARCH Analyses on ETFs