Hedgeye Fourth Turning ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.67%
decreased by 0.25%
1 Week
14.86%
decreased by 0.06%
1 Month
15.54%
increased by 0.62%
Analysis last updated: Friday, June 12, 2026 at 11:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 1.11 | |
| 0.1029 | 1.80 | |
| 0.9415 | 45.32 | |
| -0.1029 | -1.83 |
Estimation Period:
Nov 21, 2025 to Jun 12, 2026
Nov 21, 2025 to Jun 12, 2026
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