American Beaco GLG NA RE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.74% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4007 | 8.30 | |
| 0.0000 | 0.00 | |
| 0.7107 | 28.47 | |
| 0.2540 | 5.32 |
Estimation Period:
Feb 6, 2024 to Feb 13, 2026
Feb 6, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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