Themes US R&D Champions ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.91% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9192 | 4.51 | |
| 0.1050 | 1.83 | |
| 0.8435 | 11.68 | |
| -0.0684 | -0.17 |
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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