Ballast Small/Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.79% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2609 | 11.38 | |
| 0.0144 | 2.72 | |
| 0.7381 | 45.61 | |
| 0.1637 | 5.79 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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