S&P 500 Structur ALT ETF NOV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.29% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.81 | |
| 0.0000 | 0.00 | |
| 0.8759 | 68.52 | |
| 0.2477 | 8.11 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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