LeaderShares AlphaFactor Tactical Focused ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.93% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 17.63 | |
| 0.0991 | 12.36 | |
| 0.7415 | 87.67 | |
| 0.1761 | 6.67 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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