McElhenny Sheffield Managed Risk ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.12% (+5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 3.70 | |
| 0.1039 | 12.01 | |
| 0.9325 | 213.33 | |
| -0.0728 | -7.14 |
Estimation Period:
Nov 17, 2021 to Feb 6, 2026
Nov 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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