AQE Core ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.03%
decreased by 0.29%
1 Week
12.03%
decreased by 0.29%
1 Month
12.01%
decreased by 0.31%
Analysis last updated: Saturday, June 13, 2026 at 02:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 3.74 | |
| 0.0000 | 0.00 | |
| 0.9132 | 39.90 | |
| 0.0869 | 3.30 |
Estimation Period:
Nov 18, 2025 to Jun 12, 2026
Nov 18, 2025 to Jun 12, 2026
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