Corecmdity NTL Resources ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.50% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5331 | 6.08 | |
| 0.0000 | 0.00 | |
| 0.5371 | 8.33 | |
| 0.2575 | 2.41 |
Estimation Period:
Jul 11, 2024 to Feb 13, 2026
Jul 11, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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