Acquirers Small and Micro Deep Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.45% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 14.24 | |
| 0.0430 | 12.65 | |
| 0.8924 | 231.42 | |
| 0.0841 | 8.36 |
Estimation Period:
Sep 24, 2014 to Feb 6, 2026
Sep 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Acquirers Small and Micro Deep Value ETF Analyses
Other GJR-GARCH Analyses on ETFs