SMI 3Fourteen Full-Cycle Trend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.18% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 5.40 | |
| 0.0433 | 2.51 | |
| 0.8830 | 75.21 | |
| 0.0736 | 1.36 |
Estimation Period:
Jul 2, 2024 to Feb 6, 2026
Jul 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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