Breakwave Tanker Shipping ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.63% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8786 | 8.56 | |
| 0.1593 | 8.21 | |
| 0.7797 | 41.08 | |
| -0.0261 | -0.78 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Breakwave Tanker Shipping ETF Analyses
Other GJR-GARCH Analyses on ETFs