Amplify Alternative Harvest ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.37% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1934 | 5.89 | |
| 0.1404 | 11.74 | |
| 0.8789 | 180.66 | |
| -0.0574 | -2.75 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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