Absolute Select Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.86% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 11.24 | |
| 0.0342 | 3.83 | |
| 0.8138 | 68.09 | |
| 0.1689 | 7.04 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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