Fairlead Tactical Sector Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.16% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1065 | 6.61 | |
| 0.1370 | 2.43 | |
| 0.6942 | 7.80 | |
| 0.0529 | 0.94 |
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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