DF Tactical 30 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.84%
decreased by 1.38%
1 Week
23.73%
decreased by 1.49%
1 Month
23.61%
decreased by 1.61%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5887 | 3.08 | |
| 0.0000 | 0.00 | |
| 0.6600 | 7.09 | |
| 0.1457 | 2.16 |
Estimation Period:
Nov 12, 2025 to Jun 12, 2026
Nov 12, 2025 to Jun 12, 2026
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