Gotham 1000 Value ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.36% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 11.55 | |
| 0.0795 | 9.20 | |
| 0.8640 | 82.46 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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