Tappalpha SPY Gwth & DLY Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.63% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 5.21 | |
| 0.1178 | 5.45 | |
| 0.8037 | 27.30 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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