Flagship COM RE ES INV Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.87% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 2.34 | |
| 0.0530 | 6.08 | |
| 0.9598 | 318.77 | |
| -0.0496 | -4.63 |
Estimation Period:
Jun 21, 2022 to Feb 6, 2026
Jun 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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