EA Bridgeway Omni Sm-Cap VAL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.95% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5461 | 21.07 | |
| 0.2441 | 7.53 | |
| 0.0008 | 0.02 | |
| -0.0396 | -0.54 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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