AlphaDroid Defensive Sector Rotation ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.56%
decreased by 0.88%
1 Week
17.89%
decreased by 0.55%
1 Month
18.24%
decreased by 0.20%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3355 | 3.54 | |
| 0.0000 | 0.00 | |
| 0.6585 | 8.20 | |
| 0.1832 | 2.80 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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