Kovitz Core Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.13% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 6.43 | |
| 0.0000 | 0.00 | |
| 0.8740 | 83.95 | |
| 0.1568 | 5.99 |
Estimation Period:
Dec 12, 2022 to Feb 6, 2026
Dec 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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