Themes US R&D Champions ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.08% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9364 | 5.68 | |
| 0.1046 | 1.83 | |
| 0.8441 | 11.71 | |
| -0.0208 | -0.23 |
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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