Core Alternative ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.94% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 13.75 | |
| 0.0894 | 10.51 | |
| 0.8687 | 126.84 | |
| 0.0734 | 3.64 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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