Motley Fool Momentum Factor ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
29.30%
decreased by 2.14%
1 Week
28.70%
decreased by 2.74%
1 Month
27.83%
decreased by 3.61%
Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5501 | 3.74 | |
| 0.0000 | 0.00 | |
| 0.7283 | 10.45 | |
| 0.1717 | 2.63 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
Other Motley Fool Momentum Factor ETF Analyses
Other GJR-GARCH Analyses on ETFs