Hedgeye Fourth Turning ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
13.06%
decreased by 0.22%
1 Week
13.26%
decreased by 0.02%
1 Month
13.99%
increased by 0.71%
Analysis last updated: Tuesday, July 7, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 1.15 | |
| 0.0985 | 1.73 | |
| 0.9398 | 42.89 | |
| -0.0985 | -1.83 |
Estimation Period:
Nov 21, 2025 to Jul 2, 2026
Nov 21, 2025 to Jul 2, 2026
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