Dynamic Active Globl DIV ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.12% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 11.79 | |
| 0.0144 | 1.78 | |
| 0.8064 | 107.39 | |
| 0.1817 | 8.02 |
Estimation Period:
Jan 25, 2017 to Feb 6, 2026
Jan 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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