SPAC & New Issue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.62% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5896 | 3.41 | |
| 0.3372 | 3.99 | |
| 0.5129 | 5.65 | |
| 15.8757 | 3.07 | |
| -21.1275 | -2.38 | |
| 14.6245 | 2.15 | |
| -18.7747 | -3.05 | |
| 11.9841 | 2.40 | |
| 1.3749 | 0.29 | |
| -8.6448 | -1.17 | |
| 4.6685 | 0.61 | |
| 1.3901 | 0.33 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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