Abrdn Focused US SMA CAP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.30% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 3.84 | |
| 0.0381 | 0.81 | |
| 0.8566 | 44.22 | |
| 0.1132 | 1.21 |
Estimation Period:
Feb 18, 2025 to Feb 6, 2026
Feb 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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