Sofi Enhanced Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.52% (+7.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8392 | 7.15 | |
| 0.8923 | 13.02 | |
| 0.1004 | 1.45 | |
| -32.1158 | -2.01 | |
| 39.4673 | 1.52 | |
| -19.9332 | -0.99 | |
| 35.4370 | 1.86 | |
| -58.1140 | -2.28 | |
| 65.7426 | 2.25 | |
| -45.8098 | -1.30 |
Estimation Period:
Nov 15, 2023 to Feb 6, 2026
Nov 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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