THOR Equal Weight Low Volatility ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.85% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0284 | -3.55 | |
| 0.2087 | 8.75 | |
| 0.9377 | 71.94 | |
| -0.0265 | -1.35 |
Estimation Period:
Sep 13, 2022 to Feb 6, 2026
Sep 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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