Q3 All-Season Active Rotation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.09% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1199 | 6.92 | |
| 0.1716 | 2.63 | |
| 0.7318 | 20.65 | |
| 0.0648 | 0.73 |
Estimation Period:
Dec 7, 2022 to Feb 13, 2026
Dec 7, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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