Abacus FCF Small CAP LEA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 0.78 | |
| 0.0031 | 0.07 | |
| 0.9535 | 28.88 | |
| -0.0031 | -0.06 |
Estimation Period:
Feb 19, 2025 to Feb 13, 2026
Feb 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Abacus FCF Small CAP LEA ETF Analyses
Other GJR-GARCH Analyses on ETFs