Distillate International Fundamental Stability & Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.61% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 8.97 | |
| 0.0164 | 2.75 | |
| 0.8702 | 119.53 | |
| 0.1333 | 6.99 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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