Themes Transatlantc Dfns ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.36% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6288 | 6.69 | |
| 0.0597 | 3.29 | |
| 0.3958 | 5.16 | |
| 0.5737 | 2.83 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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