Efficient Market PF Plus ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.13% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 4.18 | |
| 0.0000 | 0.00 | |
| 0.8808 | 34.88 | |
| 0.0936 | 4.76 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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