Megasht (-3X) S&P 500 DLY LV Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.37% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9684 | 3.06 | |
| 0.0144 | 0.27 | |
| 0.8593 | 2.14 | |
| 1.5045 | 0.32 |
Estimation Period:
May 26, 2025 to Feb 6, 2026
May 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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