Abacus FCF Innovation Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.29% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 6.99 | |
| 0.0000 | 0.00 | |
| 0.8606 | 135.44 | |
| 0.1864 | 7.58 |
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Dec 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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