Matrix Advisors Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.00% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 3.53 | |
| 0.0000 | 0.00 | |
| 0.8754 | 37.45 | |
| 0.1941 | 3.91 |
Estimation Period:
Feb 24, 2025 to Feb 6, 2026
Feb 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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