Clough Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.35% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 13.81 | |
| 0.1414 | 6.76 | |
| 0.8114 | 109.45 | |
| 0.0053 | 0.15 |
Estimation Period:
Nov 13, 2020 to Feb 6, 2026
Nov 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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