Anfield US Equity Sector Rotation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.39% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 5.99 | |
| 0.0000 | 0.00 | |
| 0.9280 | 121.56 | |
| 0.1080 | 6.05 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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