Stance Sustainable Beta ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.30% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 5.13 | |
| 0.0000 | 0.00 | |
| 0.8269 | 35.57 | |
| 0.1955 | 3.45 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Stance Sustainable Beta ETF Analyses
Other GJR-GARCH Analyses on ETFs