DGA Core Plus Absolute Return ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.77% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 7.52 | |
| 0.3229 | 8.81 | |
| 0.5100 | 10.54 | |
| 0.3233 | 2.13 |
Estimation Period:
Aug 3, 2023 to Jan 23, 2026
Aug 3, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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