Optimize Strategy Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.42% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 3.52 | |
| 0.0000 | 0.00 | |
| 0.8966 | 57.02 | |
| 0.1510 | 4.85 |
Estimation Period:
Apr 23, 2024 to Feb 6, 2026
Apr 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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