Fundstrat Granny Shots US Small- & Mid-Cap ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
28.01%
decreased by 1.36%
1 Week
28.74%
decreased by 0.63%
1 Month
29.57%
increased by 0.20%
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 | |
|---|---|---|
| 0.8056 | 4.32 | |
| 0.0000 | 0.00 | |
| 0.6746 | 9.50 | |
| 0.1988 | 2.55 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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