GraniteShares Nasdaq Select Disruptors ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.48% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 6.34 | |
| 0.0000 | 0.00 | |
| 0.8792 | 99.82 | |
| 0.1700 | 12.83 |
Estimation Period:
Oct 7, 2019 to Feb 6, 2026
Oct 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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