Frontier Asset US LG CAP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.46% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 4.46 | |
| 0.0000 | 0.00 | |
| 0.8385 | 37.01 | |
| 0.2349 | 4.33 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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