OneAscent Enhanced Small and Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.63% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2615 | 5.40 | |
| 0.0000 | 0.00 | |
| 0.8000 | 29.88 | |
| 0.1060 | 2.35 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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