AGF US Market Neutral Anti-Beta Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 14.02 | |
| 0.0780 | 14.61 | |
| 0.8981 | 213.74 | |
| 0.0104 | 1.10 |
Estimation Period:
Sep 13, 2011 to Feb 6, 2026
Sep 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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