Evolve US Banks Enhd YLD FD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.05% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0952 | 9.82 | |
| 0.0000 | 0.00 | |
| 0.9056 | 172.46 | |
| 0.1281 | 11.90 |
Estimation Period:
Oct 16, 2017 to Feb 6, 2026
Oct 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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