CoreValues Alpha Greater China Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.14% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3324 | 10.35 | |
| 0.1248 | 4.02 | |
| 0.7855 | 45.84 | |
| -0.0214 | -0.47 |
Estimation Period:
Jul 1, 2020 to Feb 13, 2026
Jul 1, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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