Peakshares Sctr Rotation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.54% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 9.58 | |
| 0.0103 | 0.49 | |
| 0.7214 | 46.01 | |
| 0.4685 | 9.42 |
Estimation Period:
Apr 30, 2024 to Feb 6, 2026
Apr 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Peakshares Sctr Rotation ETF Analyses
Other GJR-GARCH Analyses on ETFs