Tappalpha SPY Gwth & DLY Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.38% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9884 | 3.76 | |
| 0.1069 | 1.33 | |
| 0.6309 | 1.98 | |
| 20.6758 | 2.21 | |
| -38.9893 | -2.76 | |
| 28.8964 | 3.40 | |
| -12.8579 | -2.56 |
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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