Dynamic Activ Invtn AD D ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.07% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2582 | 3.45 | |
| 0.0000 | 0.00 | |
| 0.8505 | 44.47 | |
| 0.1551 | 3.46 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dynamic Activ Invtn AD D ETF Analyses
Other GJR-GARCH Analyses on ETFs