Tweedy Browne Insider + Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.02% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1657 | 7.34 | |
| 0.0000 | 0.00 | |
| 0.6330 | 23.06 | |
| 0.4919 | 3.57 |
Estimation Period:
Dec 27, 2024 to Feb 6, 2026
Dec 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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