AQE Core ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.49%
decreased by 0.15%
1 Week
10.58%
decreased by 0.06%
1 Month
10.88%
increased by 0.24%
Analysis last updated: Friday, May 22, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 3.35 | |
| 0.0000 | 0.00 | |
| 0.9232 | 32.44 | |
| 0.0732 | 2.34 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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