Twin Oak Strategic Solutions ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
29.12%
unchanged at 0.00%
1 Week
29.12%
unchanged at 0.00%
1 Month
29.12%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 29, 2026 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9233 | 5.23*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.5027 | 0.09 |
Spline Coefficients
K=1
| γ1 | -0.0028 | 0.00 |
Persistence:
0.503
Half-life:
1 days
Other Twin Oak Strategic Solutions ETF Analyses
Other Spline-GARCH Analyses on ETFs