Counterpoint High Yield Trend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.12% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 9.50 | |
| 0.1210 | 6.43 | |
| 0.6900 | 45.29 | |
| 0.0892 | 2.94 |
Estimation Period:
Jan 22, 2020 to Feb 13, 2026
Jan 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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