Thor Index Rotation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.42% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1235 | 6.52 | |
| 0.0808 | 1.22 | |
| 0.6165 | 1.91 | |
| 0.1441 | 0.86 |
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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