Schwab Fundamental U.S. Large Company ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.25% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 16.53 | |
| 0.0504 | 5.88 | |
| 0.7886 | 110.29 | |
| 0.2446 | 13.85 |
Estimation Period:
Aug 15, 2013 to Feb 13, 2026
Aug 15, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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