Natixis Loomis Sayle Fcsd GH GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.76% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 6.03 | |
| 0.0000 | 0.00 | |
| 0.8532 | 61.97 | |
| 0.1746 | 5.33 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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