Amplify Online Retail ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.79% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 12.17 | |
| 0.0475 | 9.47 | |
| 0.8943 | 244.75 | |
| 0.0803 | 6.55 |
Estimation Period:
Apr 20, 2016 to Feb 6, 2026
Apr 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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