Amplify AI Powered Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.04% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 13.19 | |
| 0.0637 | 9.27 | |
| 0.8367 | 143.83 | |
| 0.1522 | 10.43 |
Estimation Period:
Oct 18, 2017 to Feb 13, 2026
Oct 18, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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