NBI Liquid Alternatives ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.36% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 6.78 | |
| 0.2467 | 6.66 | |
| 0.7834 | 41.95 | |
| -0.1775 | -3.79 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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