Sound Equity Dividend Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.27% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 15.11 | |
| 0.0694 | 5.33 | |
| 0.7627 | 67.75 | |
| 0.1165 | 4.49 |
Estimation Period:
Jan 1, 2021 to Feb 6, 2026
Jan 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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