Spdr Glxy Hedged Digi AST ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.12% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2796 | 5.89 | |
| 0.0320 | 3.04 | |
| 0.8885 | 69.55 | |
| 0.1193 | 5.34 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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