Formidable ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.95% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 7.46 | |
| 0.0432 | 5.40 | |
| 0.8907 | 100.69 | |
| 0.0348 | 1.88 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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