MicroSectors FANG+ ETNs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.65% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 12.51 | |
| 0.0371 | 6.76 | |
| 0.8805 | 175.09 | |
| 0.1106 | 8.33 |
Estimation Period:
Nov 13, 2019 to Feb 6, 2026
Nov 13, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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