Fundstrat Granny Shots US Large Cap & Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
14.86%
increased by 0.38%
1 Week
16.71%
increased by 2.23%
1 Month
17.53%
increased by 3.05%
Analysis last updated: Tuesday, June 23, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6254 | 11.28 | |
| 0.0000 | 0.00 | |
| 0.2295 | 4.61 | |
| 0.5448 | 4.55 |
Estimation Period:
Nov 18, 2025 to Jun 18, 2026
Nov 18, 2025 to Jun 18, 2026
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