Themes US R&D Champions ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.05% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 5.85 | |
| 0.1031 | 6.49 | |
| 0.8444 | 40.62 |
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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