Indexperts Quali EAR FOC ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.44% (+7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 5.58 | |
| 0.0000 | 0.00 | |
| 0.7156 | 23.30 | |
| 0.3117 | 3.52 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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