HCM Defender 100 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.38% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0750 | 12.37 | |
| 0.0699 | 8.96 | |
| 0.8801 | 149.55 | |
| 0.0410 | 3.13 |
Estimation Period:
Oct 10, 2019 to Feb 13, 2026
Oct 10, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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