SPAC & New Issue ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.65% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2394 | 3.27 | |
| 0.3555 | 3.38 | |
| 0.5054 | 4.88 | |
| 10.8811 | 3.27 | |
| -12.5386 | -2.02 | |
| 6.4301 | 1.14 | |
| -12.9134 | -2.33 | |
| 15.7744 | 2.50 | |
| -11.8997 | -1.94 | |
| 5.0723 | 1.19 | |
| -5.3231 | -1.38 |
Estimation Period:
Dec 16, 2020 to Feb 13, 2026
Dec 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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