Eventide International ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.01%
decreased by 0.26%
1 Week
21.20%
decreased by 0.07%
1 Month
21.94%
increased by 0.67%
Analysis last updated: Friday, June 12, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 4.56 | |
| 0.0000 | 0.00 | |
| 0.9636 | 39.62 | |
| 0.0681 | 1.43 |
Estimation Period:
Dec 17, 2025 to Jun 12, 2026
Dec 17, 2025 to Jun 12, 2026
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