Beacon Tactical Risk ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.41% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 9.78 | |
| 0.1009 | 7.22 | |
| 0.7551 | 84.25 | |
| 0.2040 | 4.40 |
Estimation Period:
Apr 28, 2023 to Feb 13, 2026
Apr 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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