FM Focus Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.11% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 6.36 | |
| 0.0000 | 0.00 | |
| 0.9175 | 188.93 | |
| 0.1114 | 8.86 |
Estimation Period:
Apr 25, 2022 to Feb 6, 2026
Apr 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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