Thor Index Rotation ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.72% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1069 | 5.92 | |
| 0.1822 | 15.14 | |
| 0.5393 | 14.33 | |
| 0.7840 | 20.40 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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