Bluemonte Large CAP Vlue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.03% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2848 | 15.86 | |
| 0.0000 | 0.00 | |
| 0.0676 | 1.89 | |
| 0.4672 | 4.74 |
Estimation Period:
Jun 24, 2025 to Feb 13, 2026
Jun 24, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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