AdvisorShares Focused Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.74% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 11.93 | |
| 0.0125 | 3.61 | |
| 0.8974 | 247.55 | |
| 0.1404 | 14.84 |
Estimation Period:
Sep 21, 2016 to Feb 6, 2026
Sep 21, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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