OneAscent Large Cap Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 6.93 | |
| 0.0000 | 0.00 | |
| 0.8933 | 160.07 | |
| 0.1667 | 9.23 |
Estimation Period:
Nov 16, 2021 to Feb 6, 2026
Nov 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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