Amplify Bloomberg AI Value Chain ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.23% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 13.25 | |
| 0.0428 | 9.56 | |
| 0.9016 | 304.80 | |
| 0.0915 | 9.60 |
Estimation Period:
Mar 9, 2016 to Feb 13, 2026
Mar 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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