Purpose Multi-Strgy MKT Ntrl GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.96% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 13.50 | |
| 0.0349 | 3.82 | |
| 0.8352 | 108.23 | |
| 0.0770 | 3.30 |
Estimation Period:
Oct 14, 2014 to Feb 13, 2026
Oct 14, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Multi-Strgy MKT Ntrl Analyses
Other GJR-GARCH Analyses on ETFs