GMO Systematc Invt GD CR ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:1.24% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 18.77 | |
| 0.3272 | 4.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 4, 2025 to Feb 13, 2026
Jun 4, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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