SGI Dynamic Tactical ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.50% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 6.77 | |
| 0.0477 | 5.58 | |
| 0.8639 | 118.24 | |
| 0.1768 | 5.57 |
Estimation Period:
Mar 30, 2023 to Feb 13, 2026
Mar 30, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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