Range Global Coal Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.11% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8758 | 3.98 | |
| 0.0481 | 2.87 | |
| 0.6216 | 7.23 | |
| 0.0565 | 0.85 |
Estimation Period:
Jan 24, 2024 to Feb 6, 2026
Jan 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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