Hedgeye Capital Allocatn ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.54% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 4.43 | |
| 0.1249 | 3.63 | |
| 0.8679 | 49.34 | |
| -0.0275 | -0.41 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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