Schwab Fundamental U.S. Small Company ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.59% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 14.51 | |
| 0.0340 | 10.63 | |
| 0.8843 | 271.43 | |
| 0.1316 | 14.02 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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