TrueShares Structured Outcome May ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.89% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 8.67 | |
| 0.0000 | 0.00 | |
| 0.8874 | 137.29 | |
| 0.1708 | 12.14 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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