Brompton Split Corp Enhanced Equity Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.08% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 10.21 | |
| 0.1642 | 2.65 | |
| 0.6411 | 22.20 | |
| 0.2597 | 2.92 |
Estimation Period:
Mar 21, 2025 to Feb 6, 2026
Mar 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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