Qraft AI-Enhanced US Large Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.94% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 9.89 | |
| 0.0100 | 0.89 | |
| 0.8718 | 114.46 | |
| 0.1743 | 13.41 |
Estimation Period:
May 21, 2019 to Feb 13, 2026
May 21, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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