PEO Alphaqst Thematic PE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.16% (-37.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8811 | 19.37 | |
| 0.0246 | 2.73 | |
| 0.0000 | 0.00 | |
| 0.8281 | 6.12 |
Estimation Period:
Jan 28, 2025 to Feb 13, 2026
Jan 28, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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