Spdr Bridgewater ALL Weather GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.86% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4647 | 7.69 | |
| 0.0888 | 1.37 | |
| 0.0043 | 1.31 | |
| 0.9765 | 3.66 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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