Swan Hedged Equity US Large Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.76% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 14.55 | |
| 0.0000 | 0.00 | |
| 0.8032 | 90.92 | |
| 0.2285 | 10.03 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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