LSV Disciplined Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.46% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 4.87 | |
| 0.0000 | 0.00 | |
| 0.8509 | 36.95 | |
| 0.2627 | 6.08 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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