THOR Equal Weight Low Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.04% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9706 | 6.74 | |
| 0.1201 | 1.86 | |
| 0.3548 | 1.27 | |
| 0.7828 | 4.20 | |
| -1.0577 | -2.99 |
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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