Morgan Dempsey L CAP VAL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.59% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 5.76 | |
| 0.0000 | 0.00 | |
| 0.6426 | 13.35 | |
| 0.2290 | 2.50 |
Estimation Period:
Apr 27, 2023 to Feb 13, 2026
Apr 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Morgan Dempsey L CAP VAL ETF Analyses
Other GJR-GARCH Analyses on ETFs