Fairlead Tactical Sector Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.48% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0511 | 8.08 | |
| 0.1391 | 2.48 | |
| 0.6930 | 7.86 | |
| 0.0132 | 0.76 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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