Dynamic Active US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.67% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 5.12 | |
| 0.0000 | 0.00 | |
| 0.8771 | 81.76 | |
| 0.1251 | 4.31 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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