LHA Market State Tactical Beta ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.47% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 8.60 | |
| 0.0000 | 0.00 | |
| 0.9127 | 155.75 | |
| 0.1205 | 11.30 |
Estimation Period:
Oct 20, 2020 to Feb 6, 2026
Oct 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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