Themes US R&D Champions ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.71% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 0.70 | |
| 0.0807 | 7.65 | |
| 0.9594 | 105.91 | |
| -0.1368 | -9.41 |
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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