Marketdesk Focused US MO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.09% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 3.28 | |
| 0.0196 | 1.81 | |
| 0.9133 | 49.62 | |
| 0.0643 | 2.42 |
Estimation Period:
Mar 20, 2025 to Feb 6, 2026
Mar 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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