Leuthold Select Industrs ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.98% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 6.92 | |
| 0.0000 | 0.00 | |
| 0.7721 | 49.28 | |
| 0.3402 | 5.29 |
Estimation Period:
Jan 21, 2025 to Feb 6, 2026
Jan 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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