Mufg Japan Small CAP ACV ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1623 | 0.13 | |
| 0.0000 | 0.00 | |
| 0.8471 | 0.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 17, 2025 to Feb 6, 2026
Sep 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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