Savvyshort (-2X) Nvda ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.53% (-12.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0785 | 2.76 | |
| 0.3826 | 3.25 | |
| 0.6167 | 7.39 | |
| -0.3179 | -2.61 |
Estimation Period:
Aug 13, 2025 to Feb 6, 2026
Aug 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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