TCW Artificial Intelligence GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.73% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1549 | 4.56 | |
| 0.0000 | 0.00 | |
| 0.8907 | 68.62 | |
| 0.1173 | 3.07 |
Estimation Period:
May 6, 2024 to Feb 6, 2026
May 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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