Adaptive Alpha Opportunities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.18% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 6.26 | |
| 0.0352 | 4.35 | |
| 0.8822 | 137.31 | |
| 0.1275 | 6.25 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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