Fundstrat Granny Shots US Large Cap & Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.23%
decreased by 0.08%
1 Week
16.98%
increased by 2.67%
1 Month
18.01%
increased by 3.70%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7368 | 13.76 | |
| 0.0000 | 0.00 | |
| 0.0821 | 1.92 | |
| 0.7301 | 4.37 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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