Clough Select Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.59% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 8.86 | |
| 0.0308 | 4.73 | |
| 0.9034 | 161.62 | |
| 0.0698 | 4.75 |
Estimation Period:
Nov 13, 2020 to Feb 13, 2026
Nov 13, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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