Trueshares Active Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.90% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2544 | 14.17 | |
| 0.0450 | 3.31 | |
| 0.2898 | 8.06 | |
| 0.5241 | 4.33 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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