Abacus FCF Real Assets Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.82% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 6.63 | |
| 0.0071 | 1.64 | |
| 0.8849 | 139.71 | |
| 0.1472 | 7.94 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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