Abacus FCF Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.73% (+8.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 13.49 | |
| 0.0302 | 2.58 | |
| 0.8445 | 95.14 | |
| 0.1780 | 13.08 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Abacus FCF Leaders ETF Analyses
Other GJR-GARCH Analyses on ETFs