Miller VAL Partners Leverage GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2127 | 6.55 | |
| 0.0000 | 0.00 | |
| 0.8519 | 48.91 | |
| 0.1417 | 3.75 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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