Euclidean Fundament Valu ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.24% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3454 | 6.22 | |
| 0.0638 | 2.78 | |
| 0.6665 | 14.44 | |
| 0.0445 | 0.76 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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