Gotham 1000 Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.26% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 8.11 | |
| 0.0166 | 3.97 | |
| 0.8787 | 99.89 | |
| 0.0915 | 4.51 |
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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