Convergence Long/short Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.67% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 7.54 | |
| 0.0195 | 3.61 | |
| 0.8998 | 106.94 | |
| 0.0734 | 5.24 |
Estimation Period:
Feb 22, 2022 to Feb 6, 2026
Feb 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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