Brookmont Catastrphic BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.37% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 8.62 | |
| 2.0000 | 3.80 | |
| 0.0000 | 0.00 | |
| -2.0000 | -3.80 |
Estimation Period:
Apr 1, 2025 to Feb 13, 2026
Apr 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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