Thor Index Rotation ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.40% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1103 | -2.99 | |
| 0.2237 | 12.92 | |
| 0.7114 | 21.81 | |
| -0.2810 | -12.28 |
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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