S&P 500 Struct ALT ETF - OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.18% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 5.54 | |
| 0.0000 | 0.00 | |
| 0.8941 | 81.71 | |
| 0.2116 | 8.16 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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