Distillate Small/Mid Cash Flow ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.93% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 2.67 | |
| 0.0000 | 0.00 | |
| 0.9478 | 146.95 | |
| 0.0628 | 3.70 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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