FT VST Nasdaq CNS BR Etf-Jan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.89% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 3.29 | |
| 0.0000 | 0.00 | |
| 0.8261 | 29.47 | |
| 0.2937 | 6.03 |
Estimation Period:
Jan 21, 2025 to Feb 13, 2026
Jan 21, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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