Spear Alpha ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.28% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 11.07 | |
| 0.1147 | 13.42 | |
| 0.9698 | 396.65 | |
| -0.0690 | -9.72 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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