Advisorshares Restaurant ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.66% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 8.21 | |
| 0.0000 | 0.00 | |
| 0.8914 | 112.76 | |
| 0.1154 | 8.28 |
Estimation Period:
Apr 21, 2021 to Feb 6, 2026
Apr 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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