Hoya Capital Housing ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.39% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 9.26 | |
| 0.0336 | 7.94 | |
| 0.9089 | 246.44 | |
| 0.0923 | 7.73 |
Estimation Period:
Mar 20, 2019 to Feb 13, 2026
Mar 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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