Crossmark Large CAP Valu ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.49% (-10.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2443 | 7.83 | |
| 0.0000 | 0.00 | |
| 0.3425 | 5.82 | |
| 0.4797 | 4.72 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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