NED Davis Resrch 360 DYN ALL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.14% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 9.94 | |
| 0.0000 | 0.00 | |
| 0.6249 | 20.60 | |
| 0.4275 | 4.67 |
Estimation Period:
Oct 17, 2024 to Feb 6, 2026
Oct 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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