Distillate US Fundamental Stability & Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.58% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 8.91 | |
| 0.0265 | 3.62 | |
| 0.8550 | 121.36 | |
| 0.1797 | 11.19 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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