Horizons Betapro S&Ptsx60 BU GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.39% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 16.74 | |
| 0.0004 | 0.14 | |
| 0.8924 | 329.90 | |
| 0.1711 | 24.65 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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