Vistashares Arfcl ITL SP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.49% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9644 | 8.64 | |
| 0.0000 | 0.00 | |
| 0.6721 | 19.68 | |
| 0.2740 | 3.44 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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