Cotwo Advisors PHY EUR Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.92% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 0.28 | |
| 0.0695 | 1.33 | |
| 0.9438 | 16.63 | |
| -0.0329 | -0.46 |
Estimation Period:
Jun 20, 2025 to Feb 6, 2026
Jun 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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