Aptus Large CAP EN Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.46% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 8.46 | |
| 0.0000 | 0.00 | |
| 0.7940 | 43.49 | |
| 0.2438 | 6.99 |
Estimation Period:
Jun 14, 2023 to Feb 6, 2026
Jun 14, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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