Webs Materls XLB DEF VOL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.09% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8774 | 7.51 | |
| 0.1935 | 3.52 | |
| 0.1887 | 2.39 | |
| 0.2442 | 1.99 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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