Abacus FCF International Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.34% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 15.84 | |
| 0.0141 | 2.38 | |
| 0.8229 | 148.49 | |
| 0.2083 | 12.65 |
Estimation Period:
Jul 5, 2017 to Feb 6, 2026
Jul 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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