AdvisorShares Dorsey Wright Short ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 6.75 | |
| 0.1162 | 11.44 | |
| 0.9315 | 320.66 | |
| -0.0954 | -9.30 |
Estimation Period:
Jul 11, 2018 to Feb 6, 2026
Jul 11, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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