Relative Sentiment Tactical Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.97% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 4.42 | |
| 0.0854 | 4.11 | |
| 0.9020 | 117.77 | |
| 0.0161 | 0.64 |
Estimation Period:
May 19, 2022 to Feb 13, 2026
May 19, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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