Themes US Infrastructure ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.23% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 2.38 | |
| 0.0000 | 0.00 | |
| 0.9112 | 58.85 | |
| 0.0953 | 2.16 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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