Themes US R&D Champions ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.77% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 3.94 | |
| 0.0947 | 9.98 | |
| 0.8291 | 53.74 | |
| 0.7146 | 13.38 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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