3Edge Dynamic US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.99% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 10.93 | |
| 0.0000 | 0.00 | |
| 0.7046 | 34.77 | |
| 0.3883 | 5.83 |
Estimation Period:
Oct 3, 2024 to Feb 6, 2026
Oct 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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