Touchstone Dividend Select ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.27% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 5.47 | |
| 0.0000 | 0.00 | |
| 0.8944 | 125.04 | |
| 0.1569 | 6.82 |
Estimation Period:
Aug 4, 2022 to Feb 6, 2026
Aug 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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