Microsectors OIL & G Etns DU GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.77% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2830 | 6.47 | |
| 0.0713 | 5.12 | |
| 0.9368 | 186.55 | |
| -0.0378 | -2.07 |
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Nov 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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