AXS Green Alpha ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.00% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 4.15 | |
| 0.0137 | 2.80 | |
| 0.9175 | 73.82 | |
| 0.0618 | 3.06 |
Estimation Period:
Sep 29, 2022 to Feb 13, 2026
Sep 29, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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