LeaderShares AlphaFactor US Core Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 10.02 | |
| 0.0162 | 3.17 | |
| 0.8601 | 147.18 | |
| 0.1923 | 14.29 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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